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	param	t-stat
$m$	26
$α$	0.2203	20.44
$β$	0.6547	25.82
$γ$	-0.1708	-12.11
$λ_{1}$	0.4942	1.42
$λ_{2}$	0.1011	1.28
$λ_{3}$	0.8374	7.22

V-Lab

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

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News Impact Curve

Volatility Forecast

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