Angel Oak Ultrashort Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:0.64% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4430 | 1.99 | |
| 0.0000 | 0.00 | |
| 0.9869 | 1.75 | |
| 20.2834 | 0.20 | |
| -36.2273 | -1.00 | |
| 29.2278 | 0.43 | |
| -19.5792 | -1.14 | |
| 10.1280 | 1.20 | |
| -12.3998 | -1.02 | |
| 24.7842 | 2.40 | |
| -33.3770 | -2.55 | |
| 22.3106 | 1.50 | |
| -4.3065 | -0.23 |
Estimation Period:
Oct 25, 2022 to Feb 13, 2026
Oct 25, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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