ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:70.89% (+10.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5811 | 10.39 | |
| 0.0749 | 21.64 | |
| 0.9472 | 176.95 | |
| 4.0434 | 8.63 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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