ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:25.00% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 14.99 | |
| 0.1616 | 22.72 | |
| 0.8167 | 119.65 | |
| -0.2137 | -7.99 | |
| 1.5354 | 26.25 |
Estimation Period:
Feb 26, 2008 to Nov 26, 2025
Feb 26, 2008 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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