ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
46.14%
increased by 6.37%
1 Week
46.10%
increased by 6.33%
1 Month
45.96%
increased by 6.19%
Analysis last updated: Friday, June 12, 2026 at 10:24 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
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