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	param	t-stat
$ω$	0.7564	7.51
$α$	0.1167	6.78
$β$	0.6913	16.42
$γ_{1}$	-0.0012	-0.03
$γ_{2}$	0.0347	0.62
$γ_{3}$	-0.0763	-2.08
$γ_{4}$	0.0516	1.37
$γ_{5}$	-0.0011	-0.03
$γ_{6}$	-0.0057	-0.16
$γ_{7}$	-0.0428	-1.13
$γ_{8}$	0.1292	3.47
$γ_{9}$	-0.1684	-4.13
$γ_{10}$	0.1050	3.30

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:68.40% (+3.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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