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	param	t-stat
$ω$	0.1311	20.86
$α$	0.1421	26.05
$β$	0.9559	458.01
$γ$	0.0636	11.84

V-Lab

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

Volatility Prediction for Friday, January 23rd, 2026:85.57% (-2.57%)

Date Range:

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News Impact Curve

Volatility Forecasts

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