ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:35.18% (+0.99%)
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
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