Canadian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
5.14%
decreased by 0.07%
1 Week
5.16%
decreased by 0.05%
1 Month
5.21%
increased by 0.00%
Analysis last updated: Wednesday, April 22, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8701 | 7.52 | |
| 0.0311 | 7.37 | |
| 0.9644 | 208.74 | |
| -0.0001 | -1.32 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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