Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.95%
increased by 0.01%
1 Week
3.98%
increased by 0.04%
1 Month
4.09%
increased by 0.15%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8777 | 7.51 | |
| 0.0312 | 7.40 | |
| 0.9644 | 209.37 | |
| -0.0001 | -1.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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