V-Lab: Canadian Dollar APARCH Volatility Analysis

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V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:6.81% (-0.03%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.11
$α$	0.0294	25.96
$β$	0.9664	922.98
$γ$	-0.1119	-8.86
$δ$	2.0204	41.11

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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