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 Tuesday, July 7th, 2026
1 Day
4.64%
decreased by 0.11%
1 Week
4.67%
decreased by 0.08%
1 Month
4.76%
increased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 7.05 | |
| 0.0461 | 15.19 | |
| 0.9509 | 663.59 | |
| 0.0059 | 1.01 |
Estimation Period:
Dec 31, 1999 to Jul 3, 2026
Dec 31, 1999 to Jul 3, 2026
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