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

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Canadian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:4.54% (-0.09%)

Analysis last updated: Tuesday, December 2, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1873	5.74
$α$	0.0237	75.09
$β$	0.9972	2,297.71
$ν$	3.1040	49.04

Estimation Period:
Jan 2, 1990 to Nov 28, 2025