Canadian Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
4.60%
decreased by 0.07%
1 Week
4.61%
decreased by 0.06%
1 Month
4.66%
decreased by 0.01%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.8081 | 6.30 | |
| 0.0312 | 7.29 | |
| 0.9639 | 204.16 | |
| -0.0005 | -1.22 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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