ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:34.06% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3836 | 14.76 | |
| 0.0935 | 22.70 | |
| 0.8590 | 139.97 |
Estimation Period:
Apr 26, 1995 to Nov 26, 2025
Apr 26, 1995 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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