Canadian Dollar AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:4.79% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.04 | |
| 0.0302 | 30.78 | |
| 0.9657 | 907.59 | |
| -0.0720 | -9.79 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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