Canadian Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:4.72% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.92 | |
| 0.0302 | 30.65 | |
| 0.9657 | 905.08 | |
| -0.0731 | -9.93 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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