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Optimal Blue 30-Year Fixed Rate FHA Mortgage Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.62% (-0.74%)
Analysis last updated: Monday, February 9, 2026 at 04:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate FHA Mortgage Index S0GARCH
paramt-stat
ω0.90519.17
α0.10333.56
β0.735514.07
γ10.30463.78
γ2-0.4792-3.77
γ30.19512.08
γ4-0.0023-0.04
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts