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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%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index MF2-GARCH
paramt-stat
m106
α0.131115.66
β0.762279.80
γ-0.0154-1.43
λ10.00642.86
λ20.02606.22
λ30.9710182.25
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts