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	param	t-stat
$ω$	0.1117	18.67
$α$	0.1962	17.20
$β$	0.9507	349.90
$γ$	0.0778	7.78

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:50.38% (+8.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Analyses