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	param	t-stat
$ω$	0.4034	20.36
$α$	0.1424	15.28
$β$	0.8546	144.51
$γ$	-0.0987	-8.12

V-Lab

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

Volatility Prediction for Friday, December 26th, 2025:31.12% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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