Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:4.19% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 5.78 | |
| 0.0237 | 75.46 | |
| 0.9972 | 2,346.45 | |
| 3.0952 | 50.53 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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