V-Lab
V-Lab
US Dollar to Costa Rican Colon GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:8.57% (+0.09%)

Analysis last updated: Friday, April 19, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Costa Rican Colon GARCH
paramt-stat
ω0.00046.38
α0.050226.96
β0.9498612.76
Estimation Period:
Dec 31, 1999 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts