V-Lab: Canadian Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:5.64% (+0.07%)

Analysis last updated: Wednesday, April 24, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1973	5.94
$α$	0.0235	74.34
$β$	0.9973	2468.57
$ν$	3	55.32

Estimation Period:
Jan 2, 1990 to Apr 19, 2024