Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
5.60%
increased by 0.28%
1 Week
5.61%
increased by 0.29%
1 Month
5.64%
increased by 0.32%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1882 | 5.67 | |
| 0.0236 | 75.53 | |
| 0.9972 | 2,240.83 | |
| 3.0826 | 49.16 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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