Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:3.84% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8690 | 7.36 | |
| 0.0314 | 7.33 | |
| 0.9641 | 205.47 | |
| -0.0002 | -1.31 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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