US Dollar to Canadian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:3.86% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0298 | 11.61 | |
| 0.7935 | 20.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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