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Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.88% (+1.02%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index S0GARCH
paramt-stat
ω0.79036.16
α0.12815.29
β0.753018.58
γ10.57282.12
γ2-1.1580-2.91
γ31.36305.07
γ4-1.1311-4.30
γ50.05880.25
γ60.50203.19
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts