ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.03% (+8.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9980 | 6.36 | |
| 0.0910 | 23.01 | |
| 0.9600 | 151.92 | |
| 3.7505 | 10.48 |
Estimation Period:
Apr 26, 1995 to Dec 31, 2025
Apr 26, 1995 to Dec 31, 2025
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