Canadian Dollar AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:3.80% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.60 | |
| 0.0302 | 30.69 | |
| 0.9658 | 910.31 | |
| -0.0734 | -9.93 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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