ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69.05%
decreased by 5.14%
1 Week
68.88%
decreased by 5.31%
1 Month
68.37%
decreased by 5.82%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8742 | 9.72 | |
| 0.0722 | 22.11 | |
| 0.9534 | 187.89 | |
| 4.0596 | 8.71 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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