US Dollar to Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.45% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1887 | 5.65 | |
| 0.0239 | 75.14 | |
| 0.9971 | 2,215.88 | |
| 3.0936 | 48.33 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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