ICE BofAML U.S. Bond Market Option Volatility Estimate Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:77.40% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2624 | 15.06 | |
| 0.0821 | 24.45 | |
| 0.8872 | 216.18 | |
| -0.4213 | -10.50 | |
| 1.1762 | 31.64 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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