Canadian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.88%
increased by 0.02%
1 Week
3.90%
increased by 0.04%
1 Month
3.98%
increased by 0.12%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.74 | |
| 0.0367 | 19.38 | |
| 0.9659 | 948.85 | |
| -0.0134 | -5.27 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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