NBI Canadian Core Plus Bond Fund GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.38%
decreased by 0.21%
1 Week
5.42%
decreased by 0.17%
1 Month
5.48%
decreased by 0.11%
Analysis last updated: Saturday, June 13, 2026 at 01:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 3.26 | |
| 0.0000 | 0.00 | |
| 0.7744 | 15.16 | |
| 0.1401 | 1.57 |
Estimation Period:
Oct 22, 2025 to Jun 12, 2026
Oct 22, 2025 to Jun 12, 2026
Other NBI Canadian Core Plus Bond Fund Analyses
Other GJR-GARCH Analyses on ETFs