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	param	t-stat
$ω$	0.2435	17.95
$α$	0.1573	26.47
$β$	0.8020	123.35
$γ$	-0.4223	-6.01

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index AGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:23.88% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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