V-Lab
V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:31.13% (-1.33%)

Analysis last updated: Saturday, March 8, 2025 at 12:25 AM 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 GJR-GARCH