This same site gives the origins of the months.
Named after the Roman god of beginnings and endings Janus (the month Januarius).
The name comes either from the old-Italian god Februus or else from februa, signifying the festivals of purification celebrated in Rome during this month.
This is the first month of the Roman year. It is named after the Roman god of war, Mars.
Called Aprilis, from aperire, "to open". Possible because it is the month in which the buds begin to open.
The third month of the Roman calendar. The name probably comes from Maiesta, the Roman goddess of honor and reverence.
The fourth month was named in honor of Juno. However, the name might also come from iuniores (young men; juniors) as opposed to maiores (grown men; majors) for May, the two months being dedicated to young and old men.
It was the month in which Julius Caesar was born, and named Julius in his honor in 44 BCE, the year of his assassination. Also called Quintilis (fifth month).
Originally this month was called Sextilis (from sextus, "six"), but the name was later changed in honor of the first of the Roman emperors, Augustus (because several fortunate events of his life occurred during this month).
The name comes from septem, "seven".
The name comes from octo, "eight"
The name comes from novem, "nine".
The name comes from decem, "ten".