Skip to main content
V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 6th, 2026

1 Day

28.51%

decreased by 1.89%

1 Week

29.23%

decreased by 1.17%

1 Month

31.52%

increased by 1.12%

Analysis last updated: Friday, July 3, 2026 at 10:03 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 GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time