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	param	t-stat
$ω$	0.6173	4.51
$α$	0.1016	4.61
$β$	0.8142	18.14
$γ_{1}$	-0.0420	-0.48
$γ_{2}$	0.0187	0.14
$γ_{3}$	0.0666	0.97
$γ_{4}$	-0.0784	-1.65
$γ_{5}$	0.0041	0.08
$γ_{6}$	0.1297	2.98
$γ_{7}$	-0.1953	-4.35
$γ_{8}$	0.1304	1.74

V-Lab

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

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News Impact Curve

Volatility Forecast

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