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V-Lab

Angel Oak Ultrashort Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.50% (0.00%)
Analysis last updated: Tuesday, February 10, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Angel Oak Ultrashort Income ETF S0GARCH
paramt-stat
ω1.41152.50
α0.00000.00
β0.96736.76
γ114.26830.41
γ2-29.9546-0.67
γ329.18582.49
γ4-19.2702-2.82
γ59.42281.34
γ6-11.9341-1.55
γ724.21992.57
γ8-32.6802-2.75
γ921.14231.70
γ10-1.9696-0.23
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts