V-Lab: Canadian Dollar EGARCH Volatility Analysis

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V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:4.17% (-0.09%)

Analysis last updated: Thursday, November 6, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0018	-2.47
$α$	0.0817	31.11
$β$	0.9952	2,661.07
$γ$	0.0135	6.25

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts