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	param	t-stat
$ω$	6.1994	4.63
$α$	0.1179	27.68
$β$	0.9729	170.53
$ν$	3.9315	12.46

V-Lab

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

Volatility Prediction for Friday, January 23rd, 2026:51.21% (+3.06%)

Date Range:

Parameter Estimates

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