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	param	t-stat
$ω$	-0.0021	-2.90
$α$	0.0821	31.27
$β$	0.9950	2,639.34
$γ$	0.0132	6.21

V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:5.34% (+0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses