Canadian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:5.35% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 14.79 | |
| 0.0309 | 29.87 | |
| 0.9651 | 870.27 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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