Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.13% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.79 | |
| 0.0310 | 29.79 | |
| 0.9650 | 863.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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