Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.24%
increased by 0.09%
1 Week
4.26%
increased by 0.11%
1 Month
4.34%
increased by 0.19%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1868 | 5.71 | |
| 0.0236 | 75.95 | |
| 0.9972 | 2,287.19 | |
| 3.0755 | 50.70 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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