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	param	t-stat
$ω$	0.8262	10.52
$α$	0.1140	7.00
$β$	0.7146	18.96
$γ_{1}$	0.0305	2.88
$γ_{2}$	-0.0539	-3.35
$γ_{3}$	0.0371	3.42
$γ_{4}$	-0.0302	-3.14
$γ_{5}$	0.0454	4.47
$γ_{6}$	-0.0786	-4.04

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:60.38% (+3.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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