ICE BofAML U.S. Bond Market Option Volatility Estimate Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
82.84%
decreased by 4.19%
1 Week
81.35%
decreased by 5.68%
1 Month
76.80%
decreased by 10.23%
Analysis last updated: Saturday, April 18, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8263 | 21.51 | |
| 0.1053 | 23.96 | |
| 0.8786 | 214.24 | |
| -0.0662 | -10.18 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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