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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1665 | 6.30 | |
| 0.0923 | 23.18 | |
| 0.9604 | 152.38 | |
| 3.7603 | 10.59 |
Estimation Period:
Apr 26, 1995 to Jul 2, 2026
Apr 26, 1995 to Jul 2, 2026
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