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	param	t-stat
$ω$	1.7576	4.81
$α$	0.0779	10.87
$β$	0.9197	125.61
$γ_{1}$	0.0000	0.01

V-Lab

Bloomberg US MBS Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:2.81% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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