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	param	t-stat
$ω$	0.7570	7.49
$α$	0.1137	6.97
$β$	0.7068	18.13
$γ_{1}$	-0.0046	-0.12
$γ_{2}$	0.0453	0.81
$γ_{3}$	-0.0936	-2.59
$γ_{4}$	0.0717	1.92
$γ_{5}$	-0.0185	-0.49
$γ_{6}$	0.0063	0.17
$γ_{7}$	-0.0510	-1.34
$γ_{8}$	0.1404	3.58
$γ_{9}$	-0.1949	-3.96
$γ_{10}$	0.1843	2.57

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

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