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{name} Model Equation

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Param	Value	t-stat
ωconst	2.1336	0.44
αARCH	0.6813	0.03
βGARCH	0.9086	1.06
νDF	7.9990	5.50***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1336	0.44
α ARCH Response to squared shocks	0.6813	0.03
β GARCH Volatility persistence	0.9086	1.06
ν DF Student-t tail thickness	7.9990	5.50***

V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian Dollar Analyses