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

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0004	3.90
$α$	0.2754	16.71
$β$	0.7177	53.20
$γ$	-0.1012	-4.25
$δ$	1.6662	18.43

V-Lab

Janus Henderson Short Duration Income ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:0.71% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Short Duration Income ETF Analyses