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	param	t-stat
$ω$	0.2591	15.11
$α$	0.0815	24.44
$β$	0.8878	217.39
$γ$	-0.4265	-10.57
$δ$	1.1702	31.66

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

Volatility Prediction for Friday, December 19th, 2025:72.17% (-1.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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