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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	7.05***
α ARCH Response to squared shocks	0.0460	15.18***
β GARCH Volatility persistence	0.9511	666.96***
γ leverage Additional response to negative shocks	0.0059	1.01

V-Lab

US Dollar to Costa Rican Colon GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Costa Rican Colon Analyses