Februus
The Roman god of purification, to whom Numa dedicated February, the month in which the city was purified and offerings made to the dead.
Where the months got their names
Macrobius, Saturnalia 1.12–14 (early fifth century CE), in the edition of Franz Eyssenhardt (Leipzig, 1893) · early fifth century CE; the dialogue is set in the 380s
ac de duobus priorem Ianuarium nuncupauit, primumque anni esse uoluit, tamquam bicipitis dei mensem respicientem ac prospicientem transacti anni finem futurique principia, secundum dicauit Februo deo, qui lustrationum potens creditur. lustrari autem eo mense ciuitatem necesse erat, quo statuit ut iusta dis Manibus soluerentur.
He named the first of the two Ianuarius and wanted it to be the first month of the year. It was the month of the two-headed god, who looks back at the end of the year just past and forward to the beginning of the next. He dedicated the second to the god Februus, who is believed to have power over purifications. The city had to be purified in the month in which he decreed that the rites owed to the spirits of the dead should be paid.