ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
76.33%
decreased by 4.72%
1 Week
74.18%
decreased by 6.87%
1 Month
67.33%
decreased by 13.72%
Analysis last updated: Friday, April 10, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3760 | 14.73 | |
| 0.0950 | 23.34 | |
| 0.8597 | 144.05 |
Estimation Period:
Apr 26, 1995 to Apr 2, 2026
Apr 26, 1995 to Apr 2, 2026
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