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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6834 | 3.44 | |
| 0.1210 | 3.68 | |
| 0.6396 | 7.55 | |
| -0.7268 | -0.71 | |
| 1.8855 | 1.38 | |
| -2.5157 | -4.21 | |
| 2.6216 | 5.70 | |
| -2.1533 | -5.24 | |
| 0.9671 | 2.22 | |
| -0.1588 | -0.32 | |
| 0.3120 | 0.85 |
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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