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, May 25th, 2026
1 Day
4.74%
decreased by 0.09%
1 Week
4.77%
decreased by 0.06%
1 Month
4.86%
increased by 0.03%
Analysis last updated: Sunday, May 24, 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 | 6.98 | |
| 0.0463 | 15.16 | |
| 0.9507 | 659.28 | |
| 0.0060 | 1.02 |
Estimation Period:
Dec 31, 1999 to May 22, 2026
Dec 31, 1999 to May 22, 2026
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