Canadian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:-0.00% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0871 | 40.31 | |
| 0.1971 | 54.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Dollar Analyses
Other MF2-GARCH Analyses on Currencies