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	param	t-stat
$ω$	0.6274	4.56
$α$	0.0992	4.73
$β$	0.8199	19.62
$γ_{1}$	-0.0384	-0.45
$γ_{2}$	0.0161	0.13
$γ_{3}$	0.0639	0.93
$γ_{4}$	-0.0773	-1.64
$γ_{5}$	0.0093	0.19
$γ_{6}$	0.1206	2.79
$γ_{7}$	-0.1906	-5.16
$γ_{8}$	0.1349	5.05

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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