Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8709 | 7.48 | |
| 0.0313 | 7.38 | |
| 0.9642 | 207.57 | |
| -0.0001 | -1.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Dollar Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies