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	param	t-stat
$ω$	0.7519	7.28
$α$	0.1124	7.11
$β$	0.7182	19.22
$γ_{1}$	-0.0010	-0.03
$γ_{2}$	0.0337	0.59
$γ_{3}$	-0.0752	-2.05
$γ_{4}$	0.0517	1.38
$γ_{5}$	-0.0018	-0.05
$γ_{6}$	-0.0066	-0.18
$γ_{7}$	-0.0383	-1.01
$γ_{8}$	0.1225	3.25
$γ_{9}$	-0.1616	-3.91
$γ_{10}$	0.1001	3.03

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

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