Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:4.03% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1879 | 5.78 | |
| 0.0238 | 75.33 | |
| 0.9972 | 2,335.43 | |
| 3.0978 | 50.30 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
Other Canadian Dollar Analyses
Other GAS-GARCH Student T Analyses on Currencies