V-Lab: Canadian Dollar AGARCH Volatility Analysis

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V-Lab

Canadian Dollar AGARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:6.52% (+2.60%)

Analysis last updated: Tuesday, November 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	7.62
$α$	0.0302	30.72
$β$	0.9658	908.55
$γ$	-0.0734	-9.93

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts