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V-Lab

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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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