US Dollar to Canadian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.08%
decreased by 0.05%
1 Week
4.10%
decreased by 0.03%
1 Month
4.16%
increased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.72 | |
| 0.0366 | 19.35 | |
| 0.9660 | 950.82 | |
| -0.0133 | -5.23 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
Other GJR-GARCH Analyses on Currencies