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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2346	3.79***
αARCH	0.1043	5.87***
βGARCH	0.8654	35.18***

γ₁	0.1132	2.16**
γ₂	-0.2738	-3.28***
γ₃	0.3506	7.55***
γ₄	-0.3534	-10.98***
γ₅	0.2482	5.96***
γ₆	-0.0793	-2.13**
γ₇	-0.0283	-1.11
γ₈	0.0256	1.58

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2346	3.79***
α ARCH Response to squared shocks	0.1043	5.87***
β GARCH Volatility persistence	0.8654	35.18***

γ₁	0.1132	2.16**
γ₂	-0.2738	-3.28***
γ₃	0.3506	7.55***
γ₄	-0.3534	-10.98***
γ₅	0.2482	5.96***
γ₆	-0.0793	-2.13**
γ₇	-0.0283	-1.11
γ₈	0.0256	1.58

V-Lab

US Dollar to Costa Rican Colon Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Costa Rican Colon Analyses