ICE BofAML U.S. Bond Market Option Volatility Estimate Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:66.66% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8503 | 21.16 | |
| 0.1051 | 23.42 | |
| 0.8765 | 203.37 | |
| -0.0658 | -9.95 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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