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	param	t-stat
$m$	46
$α$	0.2418	24.31
$β$	0.7199	62.10
$γ$	-0.1762	-16.75
$λ_{1}$	1.5388	1.55
$λ_{2}$	0.6672	1.26
$λ_{3}$	0.0000	0.00

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:36.61% (+5.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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