Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:4.06% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 5.81 | |
| 0.0237 | 75.74 | |
| 0.9973 | 2,374.44 | |
| 3.0903 | 51.45 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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