ICE BofAML U.S. Bond Market Option Volatility Estimate Index GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
90.97%
decreased by 4.29%
1 Week
89.44%
decreased by 5.82%
1 Month
84.48%
decreased by 10.78%
Analysis last updated: Saturday, April 18, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6726 | 19.10 | |
| 0.0693 | 30.29 | |
| 0.8930 | 237.87 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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