Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:4.74% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1876 | 5.73 | |
| 0.0238 | 75.21 | |
| 0.9972 | 2,287.15 | |
| 3.1024 | 49.08 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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