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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Costa Rican Colon EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 31, 1999 to Aug 14, 2026

Model 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

ParameterValuet-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