Interest rate endpoint speed of adjustment https://www.bankofcanada.ca/?p=203146 Estimated volatility (constant) Estimated volatility (constant) Estimated volatility (time-varying) Estimated volatility (time-varying) 0.4810.427 0.4810.410 0.4810.379 0.4810.558 0.4810.590 0.4810.540 0.4810.568 0.4810.584 0.4810.588 0.4810.461 0.4810.509 0.4810.508 0.4810.445 0.4810.434 0.4810.427 0.4810.462 0.4810.485 0.4810.546 0.4810.522 0.4810.621 0.4810.643 0.4810.660 0.4810.720 0.4810.796 0.4810.780 0.4810.944 0.4811.006 0.4810.886 0.4810.904 0.4810.864 0.4810.922 0.4811.097 0.4811.032 0.4811.105 0.4811.204 0.4811.190 0.4811.115 0.4811.408 0.4811.428 0.4811.231 0.4811.345 0.4811.334 0.4811.174 0.4811.037 0.4810.992 0.4811.051 0.4811.115 0.4811.187 0.4810.988 0.4810.962 0.4810.992 0.4811.023 0.4810.965 0.4810.925 0.4810.971 0.4811.011 0.4810.940 0.4810.850 0.4810.887 0.4810.880 0.4810.964 0.4811.015 0.4811.086 0.4810.827 0.4810.744 0.4810.670 0.4810.677 0.4810.703 0.4811.244 0.4810.795 0.4811.192 0.4811.009 0.4810.955 0.4810.909 0.4810.923 0.4810.916 0.4810.896 0.4810.802 0.4810.741 0.4810.832 0.4810.865 0.4810.732 0.4810.683 0.4810.651 0.4810.661 0.4810.684 0.4811.000 0.4811.043 0.4810.995 0.4810.986 0.4810.847 0.4810.754 0.4810.701 0.4810.677 0.4810.770 0.4810.939 0.4810.914 0.4810.734 0.4810.816 0.4810.807 0.4810.735 0.4810.727 0.4810.700 0.4810.732 0.4810.726 0.4810.717 0.4810.686 0.4810.672 0.4810.595 0.4810.571 0.4810.589 0.4810.547 0.4810.555 0.4810.535 0.4810.517 0.4810.449 0.4810.433 0.4810.413 0.4810.379 0.4810.394 0.4810.360 0.4810.379 0.4810.397 0.4810.408 0.4810.361 0.4810.377 0.4810.418 0.4810.393 0.4810.386 0.4810.411 0.4810.485 0.4810.508 0.4810.506 0.4810.528 0.4810.510 0.4810.516 0.4810.551 0.4810.561 0.4810.567 0.4810.627 0.4810.463 0.4810.424 0.4810.515 0.4810.521 0.4810.537 0.4810.609 0.4810.545 0.4810.505 0.4810.568 0.4810.550 0.4810.578 0.4810.579 0.4810.517 0.4810.548 0.4810.550 0.4810.525 0.4810.588 0.4810.583 0.4810.582 0.4810.609 0.4810.647 0.4810.585 0.4810.604 0.4810.588 0.4810.565 0.4810.595 0.4810.590 0.4810.530 0.4810.455 0.4810.495 0.4810.463 0.4810.430 0.4810.433 0.4810.442 0.4810.411 0.4810.384 0.4810.289 0.4810.264 0.4810.252 0.4810.239 0.4810.252 0.4810.257 0.4810.315 0.4810.288 0.4810.297 0.4810.288 0.4810.259 0.4810.297 0.4810.278 0.4810.267 0.4810.284 0.4810.279 0.4810.305 0.4810.307 0.4810.321 0.4810.323 0.4810.332 0.4810.299 0.4810.260 0.4810.274 0.4810.258 0.4810.254 0.4810.261 0.4810.251 0.4810.215 0.4810.204 0.4810.193 0.4810.192 0.4810.211 0.4810.207 0.4810.195 0.4810.192 0.4810.209 0.4810.226 0.4810.203 0.4810.206 0.4810.205 0.4810.200 0.4810.213 0.4810.205 0.4810.205 0.4810.211 0.4810.222 0.4810.232 0.4810.248 0.4810.257 0.4810.298 0.4810.316 0.4810.266 0.4810.296 0.4810.287 0.4810.272 0.4810.303 0.4810.309 0.4810.317 0.4810.310 0.4810.321 0.4810.331 0.4810.338 0.4810.331 0.4810.334 0.4810.338 0.4810.334 0.4810.362 0.4810.438 0.4810.403 0.4810.412 0.4810.348 0.4810.303 0.4810.334 0.4810.302 0.4810.329 0.4810.252 0.4810.235 0.4810.228 0.4810.224 0.4810.262 0.4810.292 0.4810.256 0.4810.250 0.4810.244 0.4810.168 0.4810.181 0.4810.162 0.4810.161 0.4810.153 0.4810.145 0.4810.133 0.4810.134 0.4810.138 0.4810.132 0.4810.126 0.4810.124 0.4810.116 0.4810.109 0.4810.111 0.4810.103 0.4810.097 0.4810.108 0.4810.114 0.4810.113 0.4810.097 0.4810.092 0.4810.095 0.4810.106 0.4810.103 0.4810.107 0.4810.108 0.4810.095 0.4810.102 0.4810.096 0.4810.094 0.4810.097 0.4810.092 0.4810.098 0.4810.095 0.4810.100 0.4810.096 0.4810.107 0.4810.110 0.4810.108 0.4810.109 0.4810.107 0.4810.113 0.4810.115 0.4810.104 0.4810.107 0.4810.108 0.4810.104 0.4810.099 0.4810.103 0.4810.098 0.4810.086 0.4810.081 0.4810.086 0.4810.092 0.4810.086 0.4810.079 0.4810.076 0.4810.072 0.4810.072 0.4810.071 0.4810.063 0.4810.063 0.4810.071 0.4810.073 0.4810.072 0.4810.075 0.4810.079 0.4810.080 0.4810.083 0.4810.088 0.4810.081 0.4810.080 0.4810.083 0.4810.085 0.4810.069 0.4810.064 0.4810.063 0.4810.063 0.4810.057 0.4810.050 0.4810.051 0.4810.049 0.4810.052 0.4810.050 0.4810.052 0.4810.050 0.4810.051 0.4810.055 0.4810.054 0.4810.054 0.4810.056 0.4810.058 0.4810.059 0.4810.059 0.4810.054 0.4810.049 0.4810.041 0.4810.039 0.4810.036 0.4810.038 0.4810.039 0.4810.043 0.4810.045 0.4810.055 0.4810.050 0.4810.052 0.4810.051 0.4810.053 0.4810.053 0.4810.061 0.4810.060 0.4810.054 0.4810.051 0.4810.049 0.4810.047 0.4810.046