hullwhite - Zero-coupon bond price volatility with one factor Hull White interest rate model

I have been trying to understand the H&W model expression for zero coupon bond price volatilities:

$\nu_B(t_0,t_M)=-\frac{\nu_r}{m}(1-e^{-m\tau_{0,M}})$,

where $\nu_B(t_0,t_M)$ is zero coupon bond price volatility, $\nu_r$ is the short rate volatility, $m$ is the mean-reversion level (or speed?) and $\tau_{0,M}$ is the time to maturity.

I have looked in all the associated papers but found no exact match for this expression. What is the intuition and how exactly do you get this expression?

Edit: made notation clearer