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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0019	-2.71***
α ARCH Response to squared shocks	0.0818	31.36***
β GARCH Volatility persistence	0.9952	2,675.16***
γ leverage Additional response to negative shocks	0.0128	6.07***

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US Dollar to Canadian Dollar EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Canadian Dollar Analyses