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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.3500	3.98
$α$	0.1688	3.77
$β$	0.7258	14.47
$γ_{1}$	0.7763	1.37
$γ_{2}$	-0.4546	-0.50
$γ_{3}$	-1.3856	-2.17
$γ_{4}$	2.7399	5.29
$γ_{5}$	-3.2205	-6.61
$γ_{6}$	2.6734	5.53
$γ_{7}$	-1.6559	-4.28

V-Lab

Janus Henderson Short Duration Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.61% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Short Duration Income ETF Analyses