US Dollar to Costa Rican Colon AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 17th, 2026
1 Day
6.30%
decreased by 0.06%
1 Week
6.38%
increased by 0.02%
1 Month
6.72%
increased by 0.36%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -1.89 | |
| 0.0672 | 33.40 | |
| 0.9429 | 662.15 | |
| 0.1216 | 5.49 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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