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	param	t-stat
$m$	21
$α$	0.1672	33.06
$β$	0.7248	74.15
$γ$	-0.1116	-12.91
$λ_{1}$	0.0581	1.89
$λ_{2}$	0.0120	3.29
$λ_{3}$	0.9848	200.57

V-Lab

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

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