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	param	t-stat
$ω$	2.1392	4.92
$α$	0.1864	4.81
$β$	0.6774	15.00
$γ_{1}$	0.1816	1.48
$γ_{2}$	-0.1036	-0.53
$γ_{3}$	-0.3107	-1.56
$γ_{4}$	0.5625	2.83
$γ_{5}$	-0.5075	-2.78
$γ_{6}$	0.3005	1.68
$γ_{7}$	-0.4152	-2.43
$γ_{8}$	0.7601	3.34

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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