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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%)
Analysis last updated: Friday, February 13, 2026 at 03:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index GJR-GARCH
paramt-stat
ω0.076419.28
α0.11789.90
β0.8417168.10
γ-0.0026-0.14
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts