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	param	t-stat
$ω$	0.6269	4.55
$α$	0.1014	4.61
$β$	0.8145	18.24
$γ_{1}$	-0.0381	-0.44
$γ_{2}$	0.0143	0.11
$γ_{3}$	0.0658	0.96
$γ_{4}$	-0.0754	-1.58
$γ_{5}$	0.0009	0.02
$γ_{6}$	0.1320	3.10
$γ_{7}$	-0.1975	-5.39
$γ_{8}$	0.1362	5.09

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

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