Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.72% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8837 | 7.30 | |
| 0.0312 | 7.36 | |
| 0.9645 | 209.31 | |
| -0.0001 | -1.17 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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