ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
132.65%
decreased by 0.90%
1 Week
128.13%
decreased by 5.42%
1 Month
113.70%
decreased by 19.85%
Analysis last updated: Friday, April 3, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.9333 | 9.75 | |
| 0.0734 | 22.11 | |
| 0.9527 | 186.70 | |
| 4.0523 | 8.82 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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