Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.23% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 7.48 | |
| 0.0314 | 7.36 | |
| 0.9641 | 206.53 | |
| -0.0001 | -1.33 |
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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