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
News Impact Curve
How returns affect tomorrow's volatility| 1/1/1970 |
Current Vol
4.9%
At -5% Shock
14.7%
At +5% Shock
14.7%
Asymmetry
1.0x
Volatility Forecast
How volatility evolves over time| 1/1/1970 |
1-Year Forecast
5.4%
Long-run Vol
6.0%
Persistence
0.996
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.74 | |
| 0.0308 | 29.86 | |
| 0.9652 | 871.91 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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