ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:62.44% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5586 | 10.36 | |
| 0.0743 | 21.59 | |
| 0.9476 | 177.54 | |
| 4.0456 | 8.58 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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