ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:24.93% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2902 | 21.73 | |
| 0.1849 | 25.68 | |
| 0.7788 | 110.12 |
Estimation Period:
Feb 26, 2008 to Jul 3, 2025
Feb 26, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index Analyses
Other GARCH Analyses on Volatility Indices