Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.16% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6817 | 3.43 | |
| 0.1208 | 3.68 | |
| 0.6396 | 7.53 | |
| -0.7435 | -0.73 | |
| 1.9135 | 1.40 | |
| -2.5355 | -4.25 | |
| 2.6310 | 5.72 | |
| -2.1424 | -5.19 | |
| 0.9178 | 2.03 | |
| -0.0220 | -0.04 | |
| -0.1041 | -0.13 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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