Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.09%
decreased by 0.04%
1 Week
4.11%
decreased by 0.02%
1 Month
4.22%
increased by 0.09%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8767 | 7.53 | |
| 0.0311 | 7.40 | |
| 0.9644 | 209.71 | |
| -0.0001 | -1.25 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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