ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index APARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
89.90%
decreased by 6.68%
1 Week
86.86%
decreased by 9.72%
1 Month
77.32%
decreased by 19.26%
Analysis last updated: Friday, April 3, 2026 at 10:07 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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