ICE BofAML U.S. Bond Market Option Volatility Estimate Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:58.12% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1312 | 20.87 | |
| 0.1424 | 25.94 | |
| 0.9558 | 457.34 | |
| 0.0633 | 11.70 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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