Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.64% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 12.38 | |
| 0.2270 | 28.19 | |
| 0.9809 | 749.89 | |
| -0.0113 | -1.64 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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