S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1288	19.91
$α$	0.0193	0.59
$β$	0.8410	4.49
$ν$	101.3074	0.00

V-Lab

NBI Canadian Core Plus Bond Fund GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NBI Canadian Core Plus Bond Fund Analyses