ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:26.64% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2469 | 4.62 | |
| 0.1182 | 27.68 | |
| 0.9728 | 169.96 | |
| 3.9279 | 12.48 |
Estimation Period:
Feb 26, 2008 to Nov 26, 2025
Feb 26, 2008 to Nov 26, 2025
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