Canadian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
4.45%
decreased by 0.05%
1 Week
4.47%
decreased by 0.03%
1 Month
4.52%
increased by 0.02%
Analysis last updated: Monday, April 13, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.84 | |
| 0.0366 | 19.21 | |
| 0.9660 | 947.04 | |
| -0.0133 | -5.20 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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