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	param	t-stat
$ω$	0.8288	10.53
$α$	0.1137	6.98
$β$	0.7155	18.94
$γ_{1}$	0.0311	2.92
$γ_{2}$	-0.0547	-3.39
$γ_{3}$	0.0377	3.46
$γ_{4}$	-0.0308	-3.20
$γ_{5}$	0.0466	4.56
$γ_{6}$	-0.0815	-4.21

V-Lab

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

Volatility Prediction for Tuesday, January 20th, 2026:58.31% (-1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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