ICE BofAML U.S. Bond Market Option Volatility Estimate Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
72.05%
decreased by 1.16%
1 Week
73.71%
increased by 0.50%
1 Month
76.18%
increased by 2.97%
Analysis last updated: Friday, July 3, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1660 | 32.98 | |
| 0.7257 | 74.18 | |
| -0.1107 | -12.83 | |
| 0.0580 | 1.88 | |
| 0.0119 | 3.30 | |
| 0.9849 | 201.03 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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