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	param	t-stat
$ω$	0.7560	7.66
$α$	0.1158	6.63
$β$	0.6853	15.66
$γ_{1}$	-0.0056	-0.15
$γ_{2}$	0.0425	0.77
$γ_{3}$	-0.0830	-2.28
$γ_{4}$	0.0598	1.59
$γ_{5}$	-0.0115	-0.30
$γ_{6}$	0.0036	0.10
$γ_{7}$	-0.0482	-1.28
$γ_{8}$	0.1312	3.55
$γ_{9}$	-0.1688	-4.17
$γ_{10}$	0.1054	3.32

V-Lab

ICE BofAML U.S. Bond Market Option Volatility Estimate Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:63.35% (-3.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofAML U.S. Bond Market Option Volatility Estimate Index Analyses