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Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.60% (+0.01%)
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 Veterans Affairs Mortgage Index EGARCH
paramt-stat
ω0.027013.08
α0.236523.46
β0.9535332.21
γ0.01101.12
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts