Canadian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:0.39% (-15.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.3819 | 13,819,230.00 | |
| 0.0270 | 270,090.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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