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	param	t-stat
$ω$	0.8763	7.35
$α$	0.0312	7.34
$β$	0.9644	208.29
$γ_{1}$	-0.0001	-1.25

V-Lab

Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:3.83% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses