Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:4.68% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1871 | 5.72 | |
| 0.0237 | 75.57 | |
| 0.9972 | 2,287.17 | |
| 3.0898 | 49.88 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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