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V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 6th, 2026

1 Day

36.00%

decreased by 0.52%

1 Week

36.80%

increased by 0.28%

1 Month

39.17%

increased by 2.65%

Analysis last updated: Friday, July 3, 2026 at 10:04 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time