US Dollar to Costa Rican Colon APARCH 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 10th, 2026
1 Day
5.45%
decreased by 0.08%
1 Week
5.46%
decreased by 0.07%
1 Month
5.53%
increased by 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 6.71 | |
| 0.0478 | 27.28 | |
| 0.9499 | 582.79 | |
| 0.0361 | 1.50 | |
| 2.1161 | 39.35 |
Estimation Period:
Dec 31, 1999 to Jun 5, 2026
Dec 31, 1999 to Jun 5, 2026
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