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	param	t-stat
$ω$	0.1314	20.92
$α$	0.1426	26.21
$β$	0.9558	457.98
$γ$	0.0634	11.80

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:73.85% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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