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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 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

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