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	param	t-stat
$m$	26
$α$	0.2286	22.32
$β$	0.6236	24.86
$γ$	-0.1759	-12.64
$λ_{1}$	0.5218	1.33
$λ_{2}$	0.1071	1.24
$λ_{3}$	0.8266	6.40

V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:30.41% (+1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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