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	param	t-stat
$ω$	0.9862	17.18
$α$	0.0922	37.32
$β$	0.8287	201.74
$γ$	-2.0508	-16.61

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ICE BofAML U.S. Bond Market Option Volatility Estimate Index AGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:76.00% (-5.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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