V-Lab: Canadian Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:5.34% (-0.11%)

Analysis last updated: Monday, January 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1918	5.86
$α$	0.0235	74.61
$β$	0.9973	2420.58
$ν$	3	52.16

Estimation Period:
Jan 2, 1990 to Jan 10, 2025