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	param	t-stat
$ω$	0.0006	12.84
$α$	0.0370	19.29
$β$	0.9658	942.23
$γ$	-0.0136	-5.30

V-Lab

Canadian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:4.83% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses