Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
4.51%
decreased by 0.10%
1 Week
4.52%
decreased by 0.09%
1 Month
4.59%
decreased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1871 | 5.70 | |
| 0.0236 | 75.68 | |
| 0.9972 | 2,271.52 | |
| 3.0777 | 50.15 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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