ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
44.81%
decreased by 2.31%
1 Week
45.01%
decreased by 2.11%
1 Month
45.59%
decreased by 1.53%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2615 | 11.03 | |
| 0.0958 | 15.80 | |
| 0.8659 | 142.44 | |
| -0.3289 | -7.57 | |
| 1.6403 | 18.32 |
Estimation Period:
Apr 26, 1995 to Apr 2, 2026
Apr 26, 1995 to Apr 2, 2026
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