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	param	t-stat
$m$	21
$α$	0.1714	32.84
$β$	0.7083	70.66
$γ$	-0.1126	-12.72
$λ_{1}$	0.0577	1.80
$λ_{2}$	0.0115	3.11
$λ_{3}$	0.9852	195.87

V-Lab

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

Volatility Prediction for Thursday, January 22nd, 2026:105.24% (-3.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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