Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:4.38% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8794 | 7.31 | |
| 0.0313 | 7.35 | |
| 0.9643 | 207.87 | |
| -0.0001 | -1.22 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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