The article explores how term structure movements can be modeled under uncertainty about volatility. The researchers use a diffusion process driven by a G-Brownian motion to represent this uncertainty. They establish a condition called the drift condition to prevent arbitrage, which includes market prices of risk and uncertainty. This condition ensures that term structure models are robust even when volatility is uncertain. The risk-neutral dynamics of the forward rate are determined by its diffusion term, similar to traditional models. The findings provide a way to construct arbitrage-free term structure models that are resilient to volatility uncertainty.