V-Lab: Canadian Dollar APARCH Volatility Analysis

V-Lab

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V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:5.13% (-0.06%)

Analysis last updated: Monday, April 15, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.33
$α$	0.0290	26.19
$β$	0.9665	947.53
$γ$	-0.1093	-8.76
$δ$	2.0235	41.00

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts