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 Wednesday, February 5th, 2025:6.52% (+0.40%)

Analysis last updated: Tuesday, February 4, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1915	5.86
$α$	0.0235	74.47
$β$	0.9973	2420.58
$ν$	3	51.96

Estimation Period:
Jan 2, 1990 to Jan 31, 2025