Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:3.93% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8751 | 7.32 | |
| 0.0314 | 7.34 | |
| 0.9642 | 206.37 | |
| -0.0001 | -1.25 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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