V-Lab
US Dollar to Costa Rican Colon EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
6.99%
decreased by 0.31%
1 Week
7.22%
decreased by 0.08%
1 Month
8.22%
increased by 0.92%
Analysis last updated: Sunday, August 16, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 1999 to Aug 14, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 99 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0207 | 12.65*** |
α ARCH Response to squared shocks | 0.1496 | 27.27*** |
β GARCH Volatility persistence | 0.9930 | 965.96*** |
γ leverage Additional response to negative shocks | -0.0066 | -1.00 |
Persistence:
0.993
Half-life:
99 days
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