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{name} Model Equation

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Param	Value	t-stat
mwindow	41
αARCH	0.0919	2.97***
βGARCH	0.8129	22.26***
γleverage	0.0302	0.74
λ₁tau intercept	0.0007	1.50
λ₂forecast adj.	0.0170	3.28***
λ₃tau persistence	0.9804	173.09***

Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0919	2.97***
β GARCH Volatility persistence	0.8129	22.26***
γ leverage Additional response to negative shocks	0.0302	0.74
λ₁ tau intercept Baseline long-term coefficient	0.0007	1.50
λ₂ forecast adj. Forecast performance sensitivity	0.0170	3.28***
λ₃ tau persistence Long-term factor persistence	0.9804	173.09***

V-Lab

US Dollar to Costa Rican Colon MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Costa Rican Colon Analyses