ICE BofAML U.S. Bond Market Option Volatility Estimate Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:70.20% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1318 | 20.94 | |
| 0.1429 | 26.23 | |
| 0.9557 | 457.05 | |
| 0.0635 | 11.81 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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