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	param	t-stat
$m$	21
$α$	0.1719	32.93
$β$	0.7061	70.27
$γ$	-0.1125	-12.69
$λ_{1}$	0.0573	1.78
$λ_{2}$	0.0115	3.10
$λ_{3}$	0.9853	195.92

V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:68.26% (-4.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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