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	param	t-stat
$ω$	-0.0017	-2.42
$α$	0.0814	31.17
$β$	0.9953	2,682.72
$γ$	0.0137	6.44

V-Lab

Canadian Dollar EGARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:3.21% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses