ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:35.55% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0166 | 6.38 | |
| 0.0909 | 23.00 | |
| 0.9599 | 152.13 | |
| 3.7558 | 10.45 |
Estimation Period:
Apr 26, 1995 to Nov 26, 2025
Apr 26, 1995 to Nov 26, 2025
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