Canadian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:4.02% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 12.49 | |
| 0.0370 | 19.33 | |
| 0.9659 | 945.15 | |
| -0.0137 | -5.36 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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