ICE BofAML U.S. Bond Market Option Volatility Estimate Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
103.72%
decreased by 7.62%
1 Week
98.72%
decreased by 12.62%
1 Month
90.18%
decreased by 21.16%
Analysis last updated: Friday, April 3, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1669 | 32.88 | |
| 0.7257 | 74.23 | |
| -0.1110 | -12.80 | |
| 0.0585 | 1.90 | |
| 0.0121 | 3.28 | |
| 0.9847 | 199.09 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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