Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.60% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 13.08 | |
| 0.2365 | 23.46 | |
| 0.9535 | 332.21 | |
| 0.0110 | 1.12 |
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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