Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.04%
decreased by 0.05%
1 Week
4.06%
decreased by 0.03%
1 Month
4.17%
increased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8747 | 7.53 | |
| 0.0311 | 7.39 | |
| 0.9644 | 209.24 | |
| -0.0001 | -1.27 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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