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	param	t-stat
$ω$	0.0006	12.79
$α$	0.0371	19.32
$β$	0.9658	940.46
$γ$	-0.0138	-5.40

V-Lab

Canadian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:5.06% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses