Canadian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:3.67% (+0.05%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0005 | 12.44 | |
0.0370 | 19.33 | |
0.9659 | 945.15 | |
-0.0137 | -5.37 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
Other Canadian Dollar Analyses
Other GJR-GARCH Analyses on Currencies