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V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index AGARCH Volatility Analysis

Volatility prediction for Friday, May 8th, 2026

1 Day

51.63%

decreased by 2.99%

1 Week

51.10%

decreased by 3.52%

1 Month

49.54%

decreased by 5.08%

Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time