ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
104.63%
decreased by 9.38%
1 Week
101.40%
decreased by 12.61%
1 Month
90.63%
decreased by 23.38%
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 | |
|---|---|---|
| 8.2333 | 6.22 | |
| 0.0927 | 23.32 | |
| 0.9611 | 152.94 | |
| 3.7551 | 10.71 |
Estimation Period:
Apr 26, 1995 to Apr 2, 2026
Apr 26, 1995 to Apr 2, 2026
Other ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices