V-Lab: Canadian Dollar GARCH Volatility Analysis

V-Lab

Canadian Dollar GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:4.90% (+0.01%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	14.35
$α$	0.0309	29.52
$β$	0.9652	862.56

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts