V-Lab: Canadian Dollar EGARCH Volatility Analysis

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V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:4.18% (+0.01%)

Analysis last updated: Friday, November 7, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0018	-2.51
$α$	0.0817	31.11
$β$	0.9952	2,661.02
$γ$	0.0135	6.27

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts