V-Lab
V-Lab
US Dollar to Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:5.68% (-0.08%)

Analysis last updated: Friday, May 17, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Canadian Dollar GAS-GARCH-T
paramt-stat
ω0.19655.93
α0.023474.20
β0.99732462.48
ν354.87
Estimation Period:
Jan 2, 1990 to May 17, 2024