Canadian Dollar APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.04% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.85 | |
| 0.0296 | 26.33 | |
| 0.9657 | 944.02 | |
| -0.1125 | -9.26 | |
| 2.0148 | 41.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Dollar Analyses
Other APARCH Analyses on Currencies