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	param	t-stat
$ω$	2.1752	4.79
$α$	0.1870	4.96
$β$	0.6918	16.20
$γ_{1}$	0.1790	1.42
$γ_{2}$	-0.1003	-0.50
$γ_{3}$	-0.3099	-1.51
$γ_{4}$	0.5551	2.71
$γ_{5}$	-0.4834	-2.57
$γ_{6}$	0.2339	1.29
$γ_{7}$	-0.2490	-1.57
$γ_{8}$	0.2889	2.74

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

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