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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2645	21.86***
α ARCH Response to squared shocks	0.1774	27.06***
β GARCH Volatility persistence	0.7898	122.80***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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