ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
39.82%
decreased by 3.69%
1 Week
39.99%
decreased by 3.52%
1 Month
40.52%
decreased by 2.99%
Analysis last updated: Friday, April 17, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2430 | 18.30 | |
| 0.1595 | 27.22 | |
| 0.8019 | 126.03 | |
| -0.4160 | -6.10 |
Estimation Period:
Feb 26, 2008 to Apr 2, 2026
Feb 26, 2008 to Apr 2, 2026
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