US DOLLAR TO CANADIAN DOLLAR GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, May 22: 6.15% (-0.09)
  • COMPARE menu down arrow
    • US Dollar to Canadian Dollar»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (CAD): $1.03 Return: 0.23% 1 Week Pred: 6.16%
Avg Week Vol: 6.22% Avg Month Vol: 5.71% 1 Month Pred: 6.19%
Min Vol: 2.34% Max Vol: 29.07% 6 Months Pred: 6.41%
Avg Vol: 7.64% Vol of Vol: 8.6% 1 Year Pred: 6.6%

Documentation