V-Lab: Canadian Dollar APARCH Volatility Analysis

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V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:3.88% (+0.12%)

Analysis last updated: Tuesday, October 14, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.67
$α$	0.0294	26.30
$β$	0.9659	950.70
$γ$	-0.1144	-9.36
$δ$	2.0231	41.68

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts