V-Lab
V-Lab
US Dollar to Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:6.26% (+0.16%)

Analysis last updated: Thursday, May 2, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Canadian Dollar GAS-GARCH-T
paramt-stat
ω0.19705.93
α0.023574.48
β0.99732468.58
ν355.23
Estimation Period:
Jan 2, 1990 to Apr 26, 2024