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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, May 11th, 2026

1 Day

88.49%

increased by 6.60%

1 Week

86.78%

increased by 4.89%

1 Month

81.50%

decreased by 0.39%

Analysis last updated: Saturday, May 9, 2026 at 12:11 AM UTC

Date Range:

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6M ·

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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