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	param	t-stat
$ω$	0.6319	7.29
$α$	0.0974	4.49
$β$	0.8185	17.81
$γ_{1}$	-0.0362	-2.30
$γ_{2}$	0.0565	2.49
$γ_{3}$	-0.0519	-3.28
$γ_{4}$	0.0776	5.18
$γ_{5}$	-0.1297	-6.10

V-Lab

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

Volatility Prediction for Friday, January 16th, 2026:27.10% (+0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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