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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2253 | 9.90 | |
| 0.0908 | 29.92 | |
| 0.8607 | 170.03 | |
| -1.3907 | -14.67 |
Estimation Period:
Apr 26, 1995 to Apr 2, 2026
Apr 26, 1995 to Apr 2, 2026
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