Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:4.26% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.69 | |
| 0.0309 | 29.85 | |
| 0.9651 | 868.68 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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