V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:24.77% (+0.11%)
Analysis last updated: Saturday, June 14, 2025 at 12:42 AM UTC
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graph of ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH