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	param	t-stat
$ω$	0.7530	7.46
$α$	0.1167	6.85
$β$	0.6936	16.76
$γ_{1}$	-0.0022	-0.06
$γ_{2}$	0.0358	0.64
$γ_{3}$	-0.0762	-2.09
$γ_{4}$	0.0511	1.37
$γ_{5}$	-0.0003	-0.01
$γ_{6}$	-0.0072	-0.20
$γ_{7}$	-0.0402	-1.07
$γ_{8}$	0.1260	3.40
$γ_{9}$	-0.1654	-4.08
$γ_{10}$	0.1029	3.22

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:126.39% (+49.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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