Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.42% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3329 | 10.02 | |
| 0.0970 | 24.52 | |
| 0.9867 | 662.65 | |
| 12.7529 | 2.81 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
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