ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
83.72%
decreased by 10.91%
1 Week
82.14%
decreased by 12.49%
1 Month
76.53%
decreased by 18.10%
Analysis last updated: Friday, April 3, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6291 | 4.48 | |
| 0.1199 | 28.68 | |
| 0.9748 | 178.80 | |
| 3.9552 | 12.91 |
Estimation Period:
Feb 26, 2008 to Apr 2, 2026
Feb 26, 2008 to Apr 2, 2026
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