V-Lab
V-Lab
US Dollar to Costa Rican Colon AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.60% (-0.21%)

Analysis last updated: Thursday, May 2, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Costa Rican Colon AGARCH
paramt-stat
ω-0.0006-1.89
α0.071032.42
β0.9407614.05
γ0.12085.46
Estimation Period:
Dec 31, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts