ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:34.27% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6245 | 4.51 | |
| 0.1023 | 4.34 | |
| 0.8073 | 16.83 | |
| -0.0367 | -0.40 | |
| 0.0089 | 0.07 | |
| 0.0715 | 1.04 | |
| -0.0700 | -1.43 | |
| -0.0209 | -0.43 | |
| 0.1550 | 3.74 | |
| -0.1968 | -5.06 | |
| 0.1186 | 4.06 |
Estimation Period:
Apr 26, 1995 to Jul 3, 2025
Apr 26, 1995 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices