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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3002	4.68***
α ARCH Response to squared shocks	0.1706	4.92***
β GARCH Volatility persistence	0.7302	18.01***

γ₁	0.2332	2.44**
γ₂	-0.3735	-2.66***
γ₃	0.2853	3.50***
γ₄	-0.1770	-2.18**
γ₅	-0.0365	-0.43
γ₆	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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