V-Lab: Canadian Dollar MF2-GARCH Volatility Analysis

V-Lab

Canadian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:-0.00% (-3.75%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0782	17.27
$λ_{2}$	0.2999	22.07
$λ_{3}$	0.4516	15.56

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts