ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:32.45% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2655 | 18.50 | |
| 0.1636 | 26.59 | |
| 0.7942 | 119.59 | |
| -0.3988 | -5.59 |
Estimation Period:
Feb 26, 2008 to Jul 3, 2025
Feb 26, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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