Canadian Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.02% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.85 | |
| 0.0297 | 26.36 | |
| 0.9657 | 944.88 | |
| -0.1119 | -9.24 | |
| 2.0162 | 41.64 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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