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	param	t-stat
$ω$	0.2408	15.28
$α$	0.0809	25.05
$β$	0.8908	226.72
$γ$	-0.4368	-10.85
$δ$	1.1437	31.53

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

Volatility Prediction for Friday, March 20th, 2026:105.47% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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