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	param	t-stat
$ω$	0.8535	21.18
$α$	0.1053	23.45
$β$	0.8763	203.37
$γ$	-0.0661	-10.01

V-Lab

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

Volatility Prediction for Tuesday, January 20th, 2026:60.27% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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