ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:65.12% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5457 | 10.38 | |
| 0.0742 | 21.61 | |
| 0.9477 | 178.54 | |
| 4.0531 | 8.57 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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