ICE BofAML U.S. Bond Market Option Volatility Estimate Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:61.10% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2608 | 15.07 | |
| 0.0817 | 24.40 | |
| 0.8875 | 216.63 | |
| -0.4240 | -10.52 | |
| 1.1736 | 31.61 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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