US Dollar to Canadian Dollar AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.88%
increased by 0.89%
1 Week
4.89%
increased by 0.90%
1 Month
4.92%
increased by 0.93%
Analysis last updated: Friday, June 12, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.24 | |
| 0.0301 | 30.85 | |
| 0.9658 | 913.73 | |
| -0.0704 | -9.59 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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