Canadian Dollar APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.11%
decreased by 0.06%
1 Week
4.13%
decreased by 0.04%
1 Month
4.20%
increased by 0.03%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.87 | |
| 0.0295 | 26.45 | |
| 0.9660 | 955.47 | |
| -0.1129 | -9.24 | |
| 2.0059 | 41.68 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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