Skip to main content
V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index EGARCH Volatility Analysis

Volatility prediction for Monday, June 22nd, 2026

1 Day

38.53%

decreased by 3.22%

1 Week

38.71%

decreased by 3.04%

1 Month

39.20%

decreased by 2.55%

Analysis last updated: Friday, June 19, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time