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

V-Lab

Canadian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.12% (+0.08%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1918	5.79
$α$	0.0236	74.69
$β$	0.9972	2,346.42
$ν$	3.0836	50.72

Estimation Period:
Jan 2, 1990 to Jun 27, 2025