V-Lab: Canadian Dollar APARCH Volatility Analysis

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V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:3.83% (-0.05%)

Analysis last updated: Sunday, November 16, 2025 at 01:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.56
$α$	0.0294	26.31
$β$	0.9660	953.57
$γ$	-0.1137	-9.32
$δ$	2.0252	41.68

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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