Canadian Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:3.58% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8059 | 6.10 | |
| 0.0316 | 7.24 | |
| 0.9637 | 201.35 | |
| -0.0006 | -1.31 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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