S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0632	3.42
$α$	0.0293	0.40
$β$	0.7391	1.22
$γ_{1}$	4.3366	0.92

V-Lab

NBI Canadian Core Plus Bond Fund Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NBI Canadian Core Plus Bond Fund Analyses