Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.52% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1311 | 15.66 | |
| 0.7622 | 79.80 | |
| -0.0154 | -1.43 | |
| 0.0064 | 2.86 | |
| 0.0260 | 6.22 | |
| 0.9710 | 182.25 |
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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