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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.9459	9.61***
α ARCH Response to squared shocks	0.0718	22.24***
β GARCH Volatility persistence	0.9546	191.08***
ν DF Student-t tail thickness	4.0705	8.74***

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ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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