V-Lab
V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:21.26% (-0.50%)

Analysis last updated: Friday, October 4, 2024 at 04:43 PM UTC

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graph of ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH