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	param	t-stat
$ω$	0.7567	7.36
$α$	0.1108	7.13
$β$	0.7220	19.69
$γ_{1}$	0.0018	0.05
$γ_{2}$	0.0294	0.52
$γ_{3}$	-0.0730	-2.03
$γ_{4}$	0.0516	1.40
$γ_{5}$	-0.0029	-0.08
$γ_{6}$	-0.0068	-0.19
$γ_{7}$	-0.0350	-0.94
$γ_{8}$	0.1176	3.18
$γ_{9}$	-0.1589	-3.95
$γ_{10}$	0.0999	3.08

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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