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	param	t-stat
$ω$	2.1079	5.05
$α$	0.1886	4.62
$β$	0.6538	13.49
$γ_{1}$	0.1739	1.42
$γ_{2}$	-0.0857	-0.43
$γ_{3}$	-0.3269	-1.61
$γ_{4}$	0.5553	2.76
$γ_{5}$	-0.4586	-2.49
$γ_{6}$	0.2198	1.26
$γ_{7}$	-0.2807	-1.91
$γ_{8}$	0.3341	3.55

V-Lab

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

Volatility Prediction for Friday, January 16th, 2026:23.82% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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