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	param	t-stat
$m$	21
$α$	0.1719	32.88
$β$	0.7076	70.59
$γ$	-0.1128	-12.71
$λ_{1}$	0.0577	1.80
$λ_{2}$	0.0115	3.11
$λ_{3}$	0.9853	196.30

V-Lab

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

Volatility Prediction for Friday, January 2nd, 2026:68.89% (-6.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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