Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
4.73%
unchanged at 0.00%
1 Week
4.75%
increased by 0.02%
1 Month
4.80%
increased by 0.07%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 5.71 | |
| 0.0236 | 75.72 | |
| 0.9972 | 2,276.71 | |
| 3.0809 | 50.07 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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