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	param	t-stat
$ω$	0.1814	14.98
$α$	0.1610	22.78
$β$	0.8178	120.66
$γ$	-0.2163	-8.08
$δ$	1.5341	26.29

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:41.08% (+10.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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