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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8847 | 9.69 | |
| 0.0719 | 22.16 | |
| 0.9539 | 189.53 | |
| 4.0677 | 8.70 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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