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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7903 | 6.16 | |
| 0.1281 | 5.29 | |
| 0.7530 | 18.58 | |
| 0.5728 | 2.12 | |
| -1.1580 | -2.91 | |
| 1.3630 | 5.07 | |
| -1.1311 | -4.30 | |
| 0.0588 | 0.25 | |
| 0.5020 | 3.19 |
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Jan 3, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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