US Dollar to Canadian Dollar EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:4.93% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -2.79 | |
| 0.0823 | 31.25 | |
| 0.9951 | 2,639.43 | |
| 0.0131 | 6.17 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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