S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0434	4.10
$α$	0.2229	11.46
$β$	0.6891	23.54
$γ$	-0.2529	-4.40
$δ$	0.5000	10.29

V-Lab

NBI Canadian Core Plus Bond Fund Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NBI Canadian Core Plus Bond Fund Analyses