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	param	t-stat
$m$	46
$α$	0.2423	25.42
$β$	0.7269	66.19
$γ$	-0.1767	-17.25
$λ_{1}$	1.6239	1.57
$λ_{2}$	0.6611	1.27
$λ_{3}$	0.0000	0.00

V-Lab

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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