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	param	t-stat
$ω$	0.0005	12.74
$α$	0.0370	19.31
$β$	0.9659	945.07
$γ$	-0.0136	-5.34

V-Lab

Canadian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:4.20% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses