ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:32.56% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2327 | 23.24 | |
| 0.6090 | 24.27 | |
| -0.1779 | -12.72 | |
| 0.5846 | 1.27 | |
| 0.1172 | 1.20 | |
| 0.8094 | 5.47 |
Estimation Period:
Apr 26, 1995 to Jul 3, 2025
Apr 26, 1995 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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