ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.44% (+5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3808 | 14.76 | |
| 0.0934 | 22.74 | |
| 0.8594 | 140.95 |
Estimation Period:
Apr 26, 1995 to Dec 31, 2025
Apr 26, 1995 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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