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	param	t-stat
$ω$	0.6198	4.63
$α$	0.1009	4.34
$β$	0.8060	16.59
$γ_{1}$	-0.0388	-0.45
$γ_{2}$	0.0135	0.11
$γ_{3}$	0.0685	1.02
$γ_{4}$	-0.0751	-1.60
$γ_{5}$	-0.0060	-0.13
$γ_{6}$	0.1429	3.51
$γ_{7}$	-0.2064	-5.80
$γ_{8}$	0.1407	5.38

V-Lab

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

Volatility Prediction for Friday, January 2nd, 2026:28.02% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index Analyses