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	param	t-stat
$ω$	0.3995	20.95
$α$	0.1428	15.69
$β$	0.8556	150.53
$γ$	-0.0992	-8.30

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

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News Impact Curve

Volatility Forecast

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