US Dollar to Canadian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.04% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1882 | 5.69 | |
| 0.0238 | 75.22 | |
| 0.9972 | 2,250.96 | |
| 3.0891 | 49.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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