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	param	t-stat
$ω$	0.8091	6.25
$α$	0.0316	7.27
$β$	0.9635	201.70
$γ_{1}$	-0.0005	-1.22

V-Lab

Canadian Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:5.23% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses