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Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.22% (0.00%)
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 30-Year Fixed Rate Conforming Mortgage Index S0GARCH
paramt-stat
ω0.68343.44
α0.12103.68
β0.63967.55
γ1-0.7268-0.71
γ21.88551.38
γ3-2.5157-4.21
γ42.62165.70
γ5-2.1533-5.24
γ60.96712.22
γ7-0.1588-0.32
γ80.31200.85
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts