ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:35.43% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2447 | 24.10 | |
| 0.7175 | 61.17 | |
| -0.1757 | -16.36 | |
| 1.6543 | 1.54 | |
| 0.6512 | 1.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 26, 2008 to Jul 3, 2025
Feb 26, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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