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	param	t-stat
$ω$	0.7622	7.46
$α$	0.1130	6.97
$β$	0.7106	18.46
$γ_{1}$	0.0018	0.05
$γ_{2}$	0.0314	0.56
$γ_{3}$	-0.0782	-2.13
$γ_{4}$	0.0578	1.53
$γ_{5}$	-0.0085	-0.22
$γ_{6}$	-0.0015	-0.04
$γ_{7}$	-0.0418	-1.10
$γ_{8}$	0.1251	3.32
$γ_{9}$	-0.1634	-3.95
$γ_{10}$	0.1012	3.09

V-Lab

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

Volatility Prediction for Monday, March 16th, 2026:111.99% (-13.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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