ICE BofAML U.S. Bond Market Option Volatility Estimate Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
70.13%
decreased by 2.73%
1 Week
70.18%
decreased by 2.68%
1 Month
70.32%
decreased by 2.54%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 21.04 | |
| 0.1421 | 26.48 | |
| 0.9573 | 480.08 | |
| 0.0642 | 12.10 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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