Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1885 | 5.66 | |
| 0.0239 | 74.98 | |
| 0.9971 | 2,210.96 | |
| 3.0966 | 48.23 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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