Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:5.39% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1881 | 5.69 | |
| 0.0237 | 75.50 | |
| 0.9972 | 2,250.96 | |
| 3.0846 | 49.39 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
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