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	param	t-stat
$ω$	0.4025	20.37
$α$	0.1425	15.28
$β$	0.8547	144.81
$γ$	-0.0989	-8.13

V-Lab

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

Volatility Prediction for Friday, January 9th, 2026:29.59% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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