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	param	t-stat
$ω$	6.2022	4.63
$α$	0.1177	27.67
$β$	0.9729	170.50
$ν$	3.9303	12.45

V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:22.91% (-2.14%)

Date Range:

Parameter Estimates

Other ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index Analyses