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	param	t-stat
$ω$	0.2670	22.31
$α$	0.2230	20.97
$β$	0.7959	125.93
$γ$	-0.1167	-7.89

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:38.44% (+4.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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