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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%)
Analysis last updated: Monday, February 9, 2026 at 04:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 30-Year Fixed Rate Veterans Affairs Mortgage Index S0GARCH
paramt-stat
ω0.77967.89
α0.10964.20
β0.754218.54
γ10.16163.22
γ2-0.2947-4.23
γ30.17595.53
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts