ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:34.28% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3921 | 14.68 | |
| 0.0942 | 22.55 | |
| 0.8577 | 136.79 |
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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