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	param	t-stat
$ω$	0.7550	7.33
$α$	0.1120	7.14
$β$	0.7202	19.54
$γ_{1}$	-0.0012	-0.03
$γ_{2}$	0.0343	0.61
$γ_{3}$	-0.0757	-2.07
$γ_{4}$	0.0520	1.39
$γ_{5}$	-0.0020	-0.05
$γ_{6}$	-0.0069	-0.19
$γ_{7}$	-0.0373	-0.98
$γ_{8}$	0.1214	3.23
$γ_{9}$	-0.1615	-3.94
$γ_{10}$	0.1007	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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