Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:5.05% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1878 | 5.71 | |
| 0.0238 | 75.20 | |
| 0.9972 | 2,271.50 | |
| 3.0931 | 49.34 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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