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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2603	3.89***
αARCH	0.1044	5.83***
βGARCH	0.8650	34.77***

γ₁	0.1183	2.24**
γ₂	-0.2829	-3.37***
γ₃	0.3584	7.70***
γ₄	-0.3610	-11.32***
γ₅	0.2560	6.18***
γ₆	-0.0873	-2.32**
γ₇	-0.0182	-0.63
γ₈	0.0037	0.09

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2603	3.89***
α ARCH Response to squared shocks	0.1044	5.83***
β GARCH Volatility persistence	0.8650	34.77***

γ₁	0.1183	2.24**
γ₂	-0.2829	-3.37***
γ₃	0.3584	7.70***
γ₄	-0.3610	-11.32***
γ₅	0.2560	6.18***
γ₆	-0.0873	-2.32**
γ₇	-0.0182	-0.63
γ₈	0.0037	0.09

V-Lab

US Dollar to Costa Rican Colon Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Costa Rican Colon Analyses