NBI Canadian Core Plus Bond Fund GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.93%
decreased by 0.23%
1 Week
5.84%
decreased by 0.32%
1 Month
5.65%
decreased by 0.51%
Analysis last updated: Saturday, May 23, 2026 at 01:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 2.64 | |
| 0.0000 | 0.00 | |
| 0.8416 | 24.26 | |
| 0.1017 | 1.07 |
Estimation Period:
Oct 22, 2025 to May 15, 2026
Oct 22, 2025 to May 15, 2026
Other NBI Canadian Core Plus Bond Fund Analyses
Other GJR-GARCH Analyses on ETFs