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	param	t-stat
$ω$	2.1078	5.05
$α$	0.1882	4.61
$β$	0.6548	13.51
$γ_{1}$	0.1741	1.42
$γ_{2}$	-0.0860	-0.43
$γ_{3}$	-0.3268	-1.60
$γ_{4}$	0.5552	2.76
$γ_{5}$	-0.4584	-2.49
$γ_{6}$	0.2193	1.26
$γ_{7}$	-0.2793	-1.90
$γ_{8}$	0.3333	3.51

V-Lab

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

Volatility Prediction for Friday, December 26th, 2025:18.80% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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