Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.65% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7322 | 12.44 | |
| 0.0882 | 18.65 | |
| 0.9645 | 376.59 | |
| 7.6853 | 3.71 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
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