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	param	t-stat
$ω$	17.6177	10.26
$α$	0.0737	21.59
$β$	0.9485	179.58
$ν$	4.0523	8.56

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

Volatility Prediction for Monday, February 9th, 2026:71.16% (-2.52%)

Date Range:

Parameter Estimates

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