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	param	t-stat
$ω$	17.7886	10.01
$α$	0.0736	21.84
$β$	0.9507	183.25
$ν$	4.0541	8.69

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

Volatility Prediction for Monday, March 16th, 2026:111.77% (-3.61%)

Date Range:

Parameter Estimates

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