V-Lab
V-Lab
ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:28.69% (-0.75%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM 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 GARCH
paramt-stat
ω0.312721.35
α0.186724.95
β0.7749105.27
Estimation Period:
Feb 26, 2008 to Aug 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts