US Dollar to Costa Rican Colon GJR-GARCH 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
5.70%
decreased by 0.11%
1 Week
5.72%
decreased by 0.09%
1 Month
5.80%
decreased by 0.01%
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 | |
|---|---|---|
| 0.0004 | 7.06 | |
| 0.0461 | 15.17 | |
| 0.9509 | 663.13 | |
| 0.0060 | 1.02 |
Estimation Period:
Dec 31, 1999 to Jun 12, 2026
Dec 31, 1999 to Jun 12, 2026
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