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	param	t-stat
$ω$	0.0006	12.86
$α$	0.0370	19.31
$β$	0.9657	938.52
$γ$	-0.0135	-5.29

V-Lab

US Dollar to Canadian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:5.01% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Dollar to Canadian Dollar Analyses