Canadian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, March 25th, 2026
1 Day
5.12%
decreased by 0.05%
1 Week
5.13%
increased by 0.01%
1 Month
5.15%
increased by 0.03%
Analysis last updated: Tuesday, March 24, 2026 at 07:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.91 | |
| 0.0369 | 19.27 | |
| 0.9659 | 944.13 | |
| -0.0135 | -5.26 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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