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 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.0000	8.00
$α$	0.1039	6.15
$β$	0.9105	135.53
$γ$	-0.0289	-1.65

V-Lab

Janus Henderson Short Duration Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.21% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Short Duration Income ETF Analyses