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	param	t-stat
$ω$	0.2257	9.85
$α$	0.0893	29.45
$β$	0.8609	169.07
$γ$	-1.4060	-14.63

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ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.90% (+1.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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