ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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	param	t-stat
$ω$	-0.0106	-9.35
$α$	0.0991	32.42
$β$	0.9927	1,578.20
$γ$	0.0142	5.85

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Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:4.26% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD Analyses