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	param	t-stat
$m$	21
$α$	0.1707	32.85
$β$	0.7093	71.11
$γ$	-0.1117	-12.63
$λ_{1}$	0.0574	1.79
$λ_{2}$	0.0116	3.12
$λ_{3}$	0.9852	195.70

V-Lab

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

Volatility Prediction for Wednesday, March 4th, 2026:97.11% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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