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	param	t-stat
$ω$	0.8533	21.22
$α$	0.1050	23.46
$β$	0.8764	204.01
$γ$	-0.0655	-9.91

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:86.90% (+18.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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