Canadian Dollar AGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
4.86%
decreased by 0.07%
1 Week
4.87%
decreased by 0.06%
1 Month
4.90%
decreased by 0.03%
Analysis last updated: Sunday, May 3, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.24 | |
| 0.0300 | 30.78 | |
| 0.9659 | 913.80 | |
| -0.0715 | -9.70 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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