Skip to main content
V-Lab

Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.16% (+1.59%)
Analysis last updated: Wednesday, February 11, 2026 at 03:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index SGARCH
paramt-stat
ω0.68173.43
α0.12083.68
β0.63967.53
γ1-0.7435-0.73
γ21.91351.40
γ3-2.5355-4.25
γ42.63105.72
γ5-2.1424-5.19
γ60.91782.03
γ7-0.0220-0.04
γ8-0.1041-0.13
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts