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	param	t-stat
$ω$	0.1188	20.26
$α$	0.2943	25.46
$β$	0.9348	277.55
$γ$	0.0683	6.76

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:41.34% (+9.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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