Canadian Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.06% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.06 | |
| 0.0303 | 30.72 | |
| 0.9656 | 904.13 | |
| -0.0719 | -9.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Dollar Analyses
Other AGARCH Analyses on Currencies