ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1714	2.71
$α$	0.0872	1.58
$β$	0.9128	16.54
$γ_{1}$	-0.2936	-1.80
$γ_{2}$	0.3708	1.64
$γ_{3}$	-0.1119	-1.03
$γ_{4}$	0.1963	2.53
$γ_{5}$	-0.3307	-3.08
$γ_{6}$	0.1227	0.87
$γ_{7}$	0.1611	1.38
$γ_{8}$	-0.1464	-2.43

V-Lab

1Y US Treasury 1 Year Zero Coupon Yield Continuously Compounded Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.67% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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