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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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	-0.2470	-11.73
$α$	0.3083	18.53
$β$	0.9501	205.92
$γ$	0.0938	7.08

V-Lab

Janus Henderson Short Duration Income ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.15% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Short Duration Income ETF Analyses