ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:24.01% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 15.16 | |
| 0.1649 | 22.50 | |
| 0.8130 | 115.97 | |
| -0.2108 | -7.84 | |
| 1.5189 | 25.93 |
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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