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

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	param	t-stat
$ω$	1.1877	3.28
$α$	0.0542	8.87
$β$	0.9455	153.77
$γ_{1}$	-0.0003	-0.17

V-Lab

3Y US Treasury CMT 3 Year Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.18% (+0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 3Y US Treasury CMT 3 Year Analyses