ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.52%
increased by 6.09%
1 Week
36.74%
increased by 6.31%
1 Month
37.50%
increased by 7.07%
Analysis last updated: Friday, June 12, 2026 at 10:24 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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