ICE BofAML U.S. Bond Market Option Volatility Estimate Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:55.71% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1318 | 20.90 | |
| 0.1430 | 25.98 | |
| 0.9556 | 455.72 | |
| 0.0634 | 11.69 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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