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	param	t-stat
$m$	21
$α$	0.1661	32.94
$β$	0.7252	73.82
$γ$	-0.1108	-12.81
$λ_{1}$	0.0586	1.87
$λ_{2}$	0.0122	3.28
$λ_{3}$	0.9846	196.80

V-Lab

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

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