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V-Lab

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

Date Range:

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to

6M ·

1Y ·

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graph of ICE BofAML U.S. Bond Market Option Volatility Estimate Index EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time