ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
88.49%
increased by 6.60%
1 Week
86.78%
increased by 4.89%
1 Month
81.50%
decreased by 0.39%
Analysis last updated: Saturday, May 9, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8905 | 9.79 | |
| 0.0730 | 22.10 | |
| 0.9526 | 185.98 | |
| 4.0566 | 8.75 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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