V-Lab
V-Lab
Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:7.04% (+0.05%)

Analysis last updated: Thursday, June 1, 2023 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canadian Dollar GARCH
paramt-stat
ω0.000513.45
α0.030628.61
β0.9660853.32
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts