ICE BofAML U.S. Bond Market Option Volatility Estimate Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69.40%
decreased by 2.60%
1 Week
72.41%
increased by 0.41%
1 Month
76.36%
increased by 4.36%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1660 | 32.97 | |
| 0.7257 | 74.10 | |
| -0.1107 | -12.83 | |
| 0.0580 | 1.88 | |
| 0.0120 | 3.30 | |
| 0.9848 | 200.66 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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