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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9051 | 9.17 | |
| 0.1033 | 3.56 | |
| 0.7355 | 14.07 | |
| 0.3046 | 3.78 | |
| -0.4792 | -3.77 | |
| 0.1951 | 2.08 | |
| -0.0023 | -0.04 |
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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