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	param	t-stat
$ω$	17.5746	10.38
$α$	0.0743	21.60
$β$	0.9478	178.72
$ν$	4.0571	8.57

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

Volatility Prediction for Monday, January 5th, 2026:69.00% (-1.65%)

Date Range:

Parameter Estimates

Other ICE BofAML U.S. Bond Market Option Volatility Estimate Index Analyses