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	param	t-stat
$ω$	2.3002	4.68
$α$	0.1706	4.92
$β$	0.7302	18.01
$γ_{1}$	0.2332	2.44
$γ_{2}$	-0.3735	-2.66
$γ_{3}$	0.2853	3.50
$γ_{4}$	-0.1770	-2.18
$γ_{5}$	-0.0365	-0.43
$γ_{6}$	0.1133	2.02

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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