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	param	t-stat
$ω$	0.8444	21.26
$α$	0.1044	23.48
$β$	0.8774	206.45
$γ$	-0.0651	-9.89

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ICE BofAML U.S. Bond Market Option Volatility Estimate Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:83.43% (-3.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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