V-Lab: Canadian Dollar EGARCH Volatility Analysis

V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:4.09% (+0.09%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0019	-2.62
$α$	0.0816	31.03
$β$	0.9952	2,639.72
$γ$	0.0137	6.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts