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Optimal Blue 30-Year Fixed Rate Jumbo Mortgage Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.94% (+3.69%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate Jumbo Mortgage Index S0GARCH
paramt-stat
ω0.77727.22
α0.21706.21
β0.00000.00
γ1-0.1408-0.33
γ20.76461.23
γ3-1.9063-5.16
γ42.46568.30
γ5-1.3251-4.56
γ6-0.5311-1.77
γ71.03793.71
γ8-0.3525-1.72
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts