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V-Lab

Angel Oak Ultrashort Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:0.64% (0.00%)
Analysis last updated: Thursday, February 19, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Angel Oak Ultrashort Income ETF SGARCH
paramt-stat
ω1.44301.99
α0.00000.00
β0.98691.75
γ120.28340.20
γ2-36.2273-1.00
γ329.22780.43
γ4-19.5792-1.14
γ510.12801.20
γ6-12.3998-1.02
γ724.78422.40
γ8-33.3770-2.55
γ922.31061.50
γ10-4.3065-0.23
Estimation Period:
Oct 25, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts