Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
4.89%
decreased by 0.05%
1 Week
4.91%
decreased by 0.03%
1 Month
4.97%
increased by 0.03%
Analysis last updated: Wednesday, April 1, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8685 | 7.52 | |
| 0.0312 | 7.37 | |
| 0.9643 | 208.41 | |
| -0.0001 | -1.35 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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