ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:56.53% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5618 | 10.43 | |
| 0.0750 | 21.62 | |
| 0.9469 | 176.56 | |
| 4.0456 | 8.62 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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