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	param	t-stat
$ω$	0.8058	6.15
$α$	0.0314	7.24
$β$	0.9638	202.96
$γ_{1}$	-0.0006	-1.32

V-Lab

Canadian Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 25th, 2025:4.03% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Dollar Analyses