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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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{type} for {date}

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	param	t-stat
$ω$	1.3511	3.98
$α$	0.1691	3.78
$β$	0.7254	14.41
$γ_{1}$	0.7768	1.37
$γ_{2}$	-0.4541	-0.49
$γ_{3}$	-1.3886	-2.17
$γ_{4}$	2.7421	5.25
$γ_{5}$	-3.2157	-6.29
$γ_{6}$	2.6532	4.36
$γ_{7}$	-1.6035	-1.63

V-Lab

Janus Henderson Short Duration Income ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.83% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Short Duration Income ETF Analyses