Angel Oak Ultrashort Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.81% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 2.83 | |
| 0.0123 | 2.32 | |
| 0.9744 | 284.32 | |
| -0.0032 | -0.45 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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