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	param	t-stat
$ω$	0.8099	6.25
$α$	0.0316	7.29
$β$	0.9635	202.03
$γ_{1}$	-0.0005	-1.21

V-Lab

Canadian Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:5.32% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses