ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:34.20% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2350 | 9.95 | |
| 0.0902 | 29.02 | |
| 0.8595 | 163.58 | |
| -1.3969 | -14.45 |
Estimation Period:
Apr 26, 1995 to Jul 3, 2025
Apr 26, 1995 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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