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
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