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	param	t-stat
$ω$	17.6476	10.29
$α$	0.0742	21.64
$β$	0.9483	179.10
$ν$	4.0536	8.60

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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 26th, 2026:89.61% (-7.88%)

Date Range:

Parameter Estimates

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