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	param	t-stat
$ω$	0.7561	7.51
$α$	0.1135	6.96
$β$	0.7061	18.09
$γ_{1}$	-0.0045	-0.11
$γ_{2}$	0.0448	0.80
$γ_{3}$	-0.0931	-2.60
$γ_{4}$	0.0718	1.95
$γ_{5}$	-0.0191	-0.52
$γ_{6}$	0.0064	0.18
$γ_{7}$	-0.0501	-1.33
$γ_{8}$	0.1398	3.61
$γ_{9}$	-0.1979	-4.10
$γ_{10}$	0.1984	2.81

V-Lab

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

Date Range:

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