V-Lab: Canadian Dollar APARCH Volatility Analysis

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V-Lab

Canadian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:4.11% (+0.01%)

Analysis last updated: Friday, December 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	11.64
$α$	0.0293	26.29
$β$	0.9660	955.52
$γ$	-0.1138	-9.32
$δ$	2.0252	41.65

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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