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V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 6th, 2026

1 Day

76.97%

increased by 2.76%

1 Week

76.15%

increased by 1.94%

1 Month

73.67%

decreased by 0.54%

Analysis last updated: Friday, July 3, 2026 at 10:04 PM UTC

Date Range:

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graph of ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time