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	param	t-stat
$ω$	-0.0020	-2.81
$α$	0.0822	31.18
$β$	0.9951	2,632.46
$γ$	0.0132	6.21

V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.86% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses