US Dollar to Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.15% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.79 | |
| 0.0310 | 29.85 | |
| 0.9650 | 865.43 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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