Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.43% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 19.28 | |
| 0.1178 | 9.90 | |
| 0.8417 | 168.10 | |
| -0.0026 | -0.14 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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