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	param	t-stat
$m$	46
$α$	0.2366	25.50
$β$	0.7293	66.90
$γ$	-0.1736	-17.26
$λ_{1}$	1.5841	1.53
$λ_{2}$	0.6669	1.24
$λ_{3}$	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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