Canadian Dollar AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
4.07%
decreased by 0.03%
1 Week
4.09%
decreased by 0.01%
1 Month
4.16%
increased by 0.06%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.18 | |
| 0.0300 | 30.82 | |
| 0.9659 | 913.78 | |
| -0.0714 | -9.70 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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