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

V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:5.05% (+0.02%)

Analysis last updated: Friday, August 29, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1893	5.75
$α$	0.0237	74.70
$β$	0.9972	2,297.70
$ν$	3.0933	49.60

Estimation Period:
Jan 2, 1990 to Aug 29, 2025