Canadian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:0.00% (0.00%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.9999 | 9,998,640.00 | |
0.0001 | 1,480.00 | |
-0.0000 | -250.00 | |
9.7215 | 97,214,680.00 | |
0.0279 | 278,560.00 | |
0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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