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

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8339	3.21
$α$	0.1476	3.47
$β$	0.6631	6.63
$γ_{1}$	-4.8098	-2.09
$γ_{2}$	13.1154	4.25
$γ_{3}$	-14.6466	-6.39
$γ_{4}$	6.7430	2.51
$γ_{5}$	-0.4878	-0.19
$γ_{6}$	2.9454	1.17
$γ_{7}$	-4.1446	-1.42
$γ_{8}$	0.8556	0.38

V-Lab

Janus Detroit Street Trust Janus Henderson AAA CLO ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.78% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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