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V-Lab
V-Lab
Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:3.58% (+0.04%)
Analysis last updated: Tuesday, October 21, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canadian Dollar GARCH
paramt-stat
ω0.000614.44
α0.031029.75
β0.9651865.56
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts