US Dollar to Canadian Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.62% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -2.76 | |
| 0.0822 | 31.17 | |
| 0.9951 | 2,639.49 | |
| 0.0132 | 6.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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