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	param	t-stat
$ω$	0.2726	21.66
$α$	0.1808	26.01
$β$	0.7841	114.70

V-Lab

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

Volatility Prediction for Friday, January 16th, 2026:27.94% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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