ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
78.34%
decreased by 4.88%
1 Week
77.41%
decreased by 5.81%
1 Month
74.57%
decreased by 8.65%
Analysis last updated: Saturday, May 23, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.9020 | 9.70 | |
| 0.0725 | 22.09 | |
| 0.9532 | 186.93 | |
| 4.0528 | 8.74 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
Other ICE BofAML U.S. Bond Market Option Volatility Estimate Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices