V-Lab: Canadian Dollar APARCH Volatility Analysis

V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:4.58% (-0.06%)

Analysis last updated: Friday, July 11, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.57
$α$	0.0296	26.43
$β$	0.9660	947.04
$γ$	-0.1144	-9.28
$δ$	2.0065	41.32

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts