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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7772 | 7.22 | |
| 0.2170 | 6.21 | |
| 0.0000 | 0.00 | |
| -0.1408 | -0.33 | |
| 0.7646 | 1.23 | |
| -1.9063 | -5.16 | |
| 2.4656 | 8.30 | |
| -1.3251 | -4.56 | |
| -0.5311 | -1.77 | |
| 1.0379 | 3.71 | |
| -0.3525 | -1.72 |
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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