ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
55.78%
decreased by 5.92%
1 Week
55.08%
decreased by 6.62%
1 Month
52.84%
decreased by 8.86%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM 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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