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	param	t-stat
$ω$	0.7547	7.31
$α$	0.1130	7.05
$β$	0.7155	18.72
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0324	0.57
$γ_{3}$	-0.0742	-2.01
$γ_{4}$	0.0500	1.32
$γ_{5}$	-0.0000	-0.00
$γ_{6}$	-0.0072	-0.20
$γ_{7}$	-0.0393	-1.03
$γ_{8}$	0.1241	3.27
$γ_{9}$	-0.1617	-3.88
$γ_{10}$	0.0987	2.99

V-Lab

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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