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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

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

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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

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

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	0.6667	6.72
$α$	0.0541	1.22
$β$	0.4377	1.10
$γ_{1}$	-1.1059	-0.73
$γ_{2}$	-1.0453	-0.48
$γ_{3}$	4.7138	3.49
$γ_{4}$	-5.2574	-3.83
$γ_{5}$	5.3136	3.50
$γ_{6}$	-5.4040	-3.35
$γ_{7}$	4.3952	3.63

V-Lab

Janus Henderson Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.36% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Corporate Bond ETF Analyses