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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

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	param	t-stat
$ω$	0.0070	4.58
$α$	0.0945	43.69
$β$	0.9882	404.01
$ν$	4.0172	18.27

V-Lab

Janus Henderson Short Duration Income ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.88% (+0.01%)

Date Range:

Parameter Estimates

Other Janus Henderson Short Duration Income ETF Analyses