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	param	t-stat
$m$	21
$α$	0.2232	20.95
$β$	0.6467	25.50
$γ$	-0.1721	-12.51
$λ_{1}$	0.3182	1.59
$λ_{2}$	0.0657	1.48
$λ_{3}$	0.8944	14.05

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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