S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0944	13.32
$α$	0.0362	5.00
$β$	0.0000	0.00
$γ$	0.7992	40.79

V-Lab

NBI Canadian Core Plus Bond Fund AGARCH Volatility Analysis

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Volatility Forecast

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