V-Lab
ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:36.27% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1371 | 6.20 | |
| 0.0914 | 22.89 | |
| 0.9602 | 148.34 | |
| 3.7243 | 10.52 |
Estimation Period:
Apr 26, 1995 to Jul 3, 2025
Apr 26, 1995 to Jul 3, 2025
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