US Dollar to Costa Rican Colon GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
5.94%
decreased by 0.15%
1 Week
5.96%
decreased by 0.13%
1 Month
6.04%
decreased by 0.05%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.06 | |
| 0.0461 | 15.17 | |
| 0.9509 | 663.13 | |
| 0.0060 | 1.02 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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