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	param	t-stat
$ω$	0.7607	7.60
$α$	0.1166	6.74
$β$	0.6912	16.32
$γ_{1}$	-0.0028	-0.07
$γ_{2}$	0.0378	0.67
$γ_{3}$	-0.0782	-2.13
$γ_{4}$	0.0514	1.36
$γ_{5}$	0.0006	0.02
$γ_{6}$	-0.0073	-0.20
$γ_{7}$	-0.0425	-1.12
$γ_{8}$	0.1301	3.50
$γ_{9}$	-0.1698	-4.16
$γ_{10}$	0.1065	3.33

V-Lab

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

Volatility Prediction for Monday, January 12th, 2026:73.27% (+14.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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