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	param	t-stat
$ω$	7.9980	6.36
$α$	0.0910	23.01
$β$	0.9600	151.92
$ν$	3.7505	10.48

V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:28.73% (+0.96%)

Date Range:

Parameter Estimates

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