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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8033 | 21.45 | |
| 0.1041 | 23.99 | |
| 0.8808 | 219.22 | |
| -0.0653 | -10.12 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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