V-Lab
ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:72.31% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6467 | 10.23 | |
| 0.0755 | 21.51 | |
| 0.9468 | 173.22 | |
| 4.0193 | 8.64 |
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Jan 2, 1990 to Jul 11, 2025
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