Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:3.93% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.41 | |
| 0.0308 | 29.75 | |
| 0.9653 | 871.18 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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