Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.57% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7796 | 7.89 | |
| 0.1096 | 4.20 | |
| 0.7542 | 18.54 | |
| 0.1616 | 3.22 | |
| -0.2947 | -4.23 | |
| 0.1759 | 5.53 |
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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