Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.12% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8700 | 7.48 | |
| 0.0314 | 7.37 | |
| 0.9640 | 206.79 | |
| -0.0002 | -1.35 |
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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