Canadian Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:4.34% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.74 | |
| 0.0295 | 26.36 | |
| 0.9659 | 951.62 | |
| -0.1138 | -9.35 | |
| 2.0140 | 41.59 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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