Canadian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:3.53% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7317 | 7,317,060.00 | |
| 0.0183 | 182,940.00 | |
| 0.5000 | 5,000,000.00 | |
| 4.5397 | 13.69 | |
| 0.5457 | 14.54 | |
| 0.0009 | 0.01 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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