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V-Lab

Canadian Dollar MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, April 13th, 2026

1 Day

0.91%

decreased by 2.45%

1 Week

1.38%

decreased by 1.98%

1 Month

3.03%

decreased by 0.33%

Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC

Date Range:

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graph of Canadian Dollar MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time