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	param	t-stat
$ω$	0.8610	21.17
$α$	0.1060	23.46
$β$	0.8754	201.47
$γ$	-0.0666	-10.03

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

Volatility Prediction for Wednesday, December 31st, 2025:70.26% (+10.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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