Canadian Dollar AGARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
4.60%
decreased by 0.07%
1 Week
4.61%
decreased by 0.06%
1 Month
4.66%
decreased by 0.01%
Analysis last updated: Tuesday, May 12, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.20 | |
| 0.0300 | 30.77 | |
| 0.9659 | 914.69 | |
| -0.0718 | -9.74 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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