V-Lab
V-Lab
Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:4.99% (+0.09%)
Analysis last updated: Tuesday, July 1, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canadian Dollar GARCH
paramt-stat
ω0.000614.35
α0.030929.52
β0.9652862.56
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts