Skip to main content
V-Lab

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

Volatility prediction for Monday, July 6th, 2026

1 Day

64.05%

decreased by 0.61%

1 Week

64.14%

decreased by 0.52%

1 Month

64.42%

decreased by 0.24%

Analysis last updated: Friday, July 3, 2026 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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