V-Lab: Canadian Dollar MF2-GARCH Volatility Analysis

V-Lab

Canadian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:0.16% (-6.25%)

Analysis last updated: Friday, July 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0927	41.33
$λ_{2}$	0.1498	36.95
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts