Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:3.84% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.38 | |
| 0.0308 | 29.73 | |
| 0.9653 | 871.20 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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