ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:73.01% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5716 | 10.36 | |
| 0.0742 | 21.59 | |
| 0.9478 | 178.53 | |
| 4.0519 | 8.57 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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