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	param	t-stat
$ω$	0.7658	7.42
$α$	0.1195	6.99
$β$	0.6977	17.40
$γ_{1}$	-0.0002	-0.01
$γ_{2}$	0.0363	0.63
$γ_{3}$	-0.0822	-2.16
$γ_{4}$	0.0574	1.46
$γ_{5}$	-0.0055	-0.14
$γ_{6}$	-0.0018	-0.05
$γ_{7}$	-0.0474	-1.21
$γ_{8}$	0.1352	3.50
$γ_{9}$	-0.1737	-4.11
$γ_{10}$	0.1075	3.28

V-Lab

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

Volatility Prediction for Tuesday, December 23rd, 2025:70.91% (-2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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