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	param	t-stat
$ω$	0.7641	7.66
$α$	0.1169	6.79
$β$	0.6898	16.38
$γ_{1}$	-0.0050	-0.13
$γ_{2}$	0.0468	0.84
$γ_{3}$	-0.0949	-2.60
$γ_{4}$	0.0710	1.89
$γ_{5}$	-0.0163	-0.43
$γ_{6}$	0.0045	0.12
$γ_{7}$	-0.0501	-1.32
$γ_{8}$	0.1367	3.49
$γ_{9}$	-0.1791	-3.65
$γ_{10}$	0.1273	1.93

V-Lab

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

Volatility Prediction for Monday, February 23rd, 2026:79.99% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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