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 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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6307	3.77
$α$	0.1235	2.85
$β$	0.7978	11.85
$γ_{1}$	-2.4024	-4.18
$γ_{2}$	3.6909	4.05
$γ_{3}$	-1.6324	-3.19

V-Lab

Janus Henderson B-BBB CLO ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.62% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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