V-Lab: Canadian Dollar MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Canadian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:0.00% (0.00%)

Analysis last updated: Friday, October 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.9999	9,998,640.00
$β$	0.0001	1,480.00
$γ$	-0.0000	-250.00
$λ_{1}$	9.7215	97,214,680.00
$λ_{2}$	0.0279	278,560.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts