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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2311	3.78***
αARCH	0.1043	5.90***
βGARCH	0.8654	35.39***

γ₁	0.1124	2.15**
γ₂	-0.2722	-3.28***
γ₃	0.3492	7.55***
γ₄	-0.3535	-11.11***
γ₅	0.2510	6.05***
γ₆	-0.0835	-2.24**
γ₇	-0.0249	-0.97
γ₈	0.0237	1.46

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2311	3.78***
α ARCH Response to squared shocks	0.1043	5.90***
β GARCH Volatility persistence	0.8654	35.39***

γ₁	0.1124	2.15**
γ₂	-0.2722	-3.28***
γ₃	0.3492	7.55***
γ₄	-0.3535	-11.11***
γ₅	0.2510	6.05***
γ₆	-0.0835	-2.24**
γ₇	-0.0249	-0.97
γ₈	0.0237	1.46

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