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

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ICE BofAML U.S. Bond Market 6 Month 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 Volatility Index

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CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8286	3.21
$α$	0.1462	3.46
$β$	0.6653	6.70
$γ_{1}$	-4.9094	-2.14
$γ_{2}$	13.2734	4.31
$γ_{3}$	-14.7251	-6.42
$γ_{4}$	6.7258	2.50
$γ_{5}$	-0.3225	-0.12
$γ_{6}$	2.5071	0.95
$γ_{7}$	-3.1214	-0.92
$γ_{8}$	-1.7236	-0.36

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:1.40% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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