ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:34.50% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 10.83 | |
| 0.0954 | 15.43 | |
| 0.8639 | 136.65 | |
| -0.3226 | -7.46 | |
| 1.6517 | 18.14 |
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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