Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:4.31% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1880 | 5.76 | |
| 0.0238 | 75.20 | |
| 0.9972 | 2,308.36 | |
| 3.0995 | 49.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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