US Dollar to Costa Rican Colon MF2-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
2.29%
decreased by 1.20%
1 Week
2.37%
decreased by 1.12%
1 Month
4.18%
increased by 0.69%
Analysis last updated: Sunday, May 24, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5968 | 5,968,280.00 | |
| 0.2155 | 2,154,800.00 | |
| 0.3754 | 3,753,830.00 | |
| 0.0163 | 163,410.00 | |
| 0.5315 | 5,315,070.00 | |
| 0.4685 | 4,684,930.00 |
Estimation Period:
Sep 7, 1994 to May 22, 2026
Sep 7, 1994 to May 22, 2026
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