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	param	t-stat
$ω$	-0.0021	-2.84
$α$	0.0824	31.26
$β$	0.9950	2,632.40
$γ$	0.0132	6.19

V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:5.23% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses