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	param	t-stat
$ω$	0.8198	21.37
$α$	0.1041	23.71
$β$	0.8795	213.94
$γ$	-0.0650	-9.98

V-Lab

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

Volatility Prediction for Monday, March 16th, 2026:124.07% (-6.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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