Optimal Blue 30-Year Fixed Rate FHA Mortgage Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.89% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6550 | 9.03 | |
| 0.1081 | 3.89 | |
| 0.7617 | 18.25 | |
| -0.0272 | -3.15 |
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Jan 3, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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