V-Lab
ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:64.06% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6495 | 10.20 | |
| 0.0756 | 21.41 | |
| 0.9465 | 171.85 | |
| 4.0115 | 8.62 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
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