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V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index GJR-GARCH Volatility Analysis

Volatility prediction for Monday, April 6th, 2026

1 Day

126.86%

decreased by 5.63%

1 Week

122.54%

decreased by 9.95%

1 Month

108.79%

decreased by 23.70%

Analysis last updated: Friday, April 3, 2026 at 04:05 AM UTC

Date Range:

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graph of ICE BofAML U.S. Bond Market Option Volatility Estimate Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time