US Dollar to Canadian Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.94% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.06 | |
| 0.0302 | 30.79 | |
| 0.9657 | 907.58 | |
| -0.0718 | -9.77 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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