Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:4.06% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8740 | 7.36 | |
| 0.0314 | 7.34 | |
| 0.9642 | 206.69 | |
| -0.0001 | -1.27 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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