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	param	t-stat
$ω$	17.6226	10.29
$α$	0.0740	21.61
$β$	0.9483	179.23
$ν$	4.0531	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 Friday, February 6th, 2026:73.67% (+8.79%)

Date Range:

Parameter Estimates

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