S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.1739	-7.98
$α$	-0.1361	-6.60
$β$	0.9279	44.11
$γ$	-0.2268	-10.66

V-Lab

NBI Canadian Core Plus Bond Fund EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NBI Canadian Core Plus Bond Fund Analyses