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	param	t-stat
$ω$	0.7533	7.47
$α$	0.1171	6.82
$β$	0.6916	16.54
$γ_{1}$	-0.0031	-0.08
$γ_{2}$	0.0373	0.66
$γ_{3}$	-0.0771	-2.11
$γ_{4}$	0.0513	1.37
$γ_{5}$	-0.0003	-0.01
$γ_{6}$	-0.0065	-0.18
$γ_{7}$	-0.0418	-1.11
$γ_{8}$	0.1283	3.46
$γ_{9}$	-0.1681	-4.13
$γ_{10}$	0.1052	3.29

V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:77.80% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofAML U.S. Bond Market Option Volatility Estimate Index Analyses