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	param	t-stat
$ω$	0.6240	4.65
$α$	0.1012	4.33
$β$	0.8054	16.52
$γ_{1}$	-0.0372	-0.43
$γ_{2}$	0.0113	0.09
$γ_{3}$	0.0694	1.04
$γ_{4}$	-0.0750	-1.60
$γ_{5}$	-0.0069	-0.15
$γ_{6}$	0.1437	3.54
$γ_{7}$	-0.2056	-5.76
$γ_{8}$	0.1387	5.30

V-Lab

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

Volatility Prediction for Friday, December 26th, 2025:30.05% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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