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V-Lab

Canadian Dollar GARCH Volatility Analysis

Volatility prediction for Monday, March 30th, 2026

1 Day

4.93%

decreased by 0.07%

1 Week

4.94%

decreased by 0.06%

1 Month

4.98%

decreased by 0.02%

Analysis last updated: Sunday, March 29, 2026 at 01:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canadian Dollar GARCH

News Impact Curve

How returns affect tomorrow's volatility
Return Shock-5%-2.5%0%2.5%5%Tomorrow's Vol6%8%10%12%14%V-Lab (2026)Current

Current Vol

4.9%

At -5% Shock

14.7%

At +5% Shock

14.7%

Asymmetry

1.0x

Volatility Forecast

How volatility evolves over time
Days Ahead12163126189252Volatility4.8%5.0%5.2%5.4%5.6%5.8%6.0%V-Lab (2026)Long-run (6.0%)1d1w1m6m1y

1-Year Forecast

5.4%

Long-run Vol

6.0%

Persistence

0.996