V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:32.73% (+0.30%)
Analysis last updated: Saturday, July 26, 2025 at 01:07 AM UTC
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graph of ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index S0GARCH