Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:4.44% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8748 | 7.46 | |
| 0.0313 | 7.38 | |
| 0.9642 | 208.08 | |
| -0.0001 | -1.27 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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