US Dollar to Canadian Dollar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
3.92%
increased by 0.18%
1 Week
3.96%
increased by 0.22%
1 Month
4.15%
increased by 0.41%
Analysis last updated: Tuesday, June 16, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -2.73 | |
| 0.0819 | 31.40 | |
| 0.9951 | 2,667.93 | |
| 0.0130 | 6.14 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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