Optimal Blue 30-Year Fixed Rate FHA Mortgage Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.54% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 19.70 | |
| 0.1026 | 17.35 | |
| 0.8223 | 113.52 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Optimal Blue 30-Year Fixed Rate FHA Mortgage Index Analyses
Other GARCH Analyses on Bond Indices