Angel Oak Ultrashort Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.50% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4115 | 2.50 | |
| 0.0000 | 0.00 | |
| 0.9673 | 6.76 | |
| 14.2683 | 0.41 | |
| -29.9546 | -0.67 | |
| 29.1858 | 2.49 | |
| -19.2702 | -2.82 | |
| 9.4228 | 1.34 | |
| -11.9341 | -1.55 | |
| 24.2199 | 2.57 | |
| -32.6802 | -2.75 | |
| 21.1423 | 1.70 | |
| -1.9696 | -0.23 |
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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