Canadian Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, March 25th, 2026
1 Day
5.07%
decreased by 0.05%
1 Week
5.07%
unchanged at 0.00%
1 Month
5.11%
increased by 0.04%
Analysis last updated: Tuesday, March 24, 2026 at 07:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8109 | 6.28 | |
| 0.0314 | 7.30 | |
| 0.9637 | 203.44 | |
| -0.0005 | -1.17 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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