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	param	t-stat
$ω$	0.0005	12.50
$α$	0.0370	19.41
$β$	0.9662	955.69
$γ$	-0.0140	-5.54

V-Lab

Canadian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:3.59% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses