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	param	t-stat
$ω$	0.2541	15.18
$α$	0.0816	24.79
$β$	0.8881	218.95
$γ$	-0.4306	-10.73
$δ$	1.1560	31.54

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:73.66% (-0.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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