ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
73.57%
decreased by 5.23%
1 Week
72.98%
decreased by 5.82%
1 Month
71.23%
decreased by 7.57%
Analysis last updated: Saturday, April 25, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8371 | 10.04 | |
| 0.0744 | 21.97 | |
| 0.9504 | 181.89 | |
| 4.0552 | 8.76 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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