The odds are about the same that the other two dominant stories we are told as children in the US are true:

1) That every year around the winter solstice a magical man who is keeping tabs on your behavior all year will and rewards the good kids with presents and punishes the bad kids by giving them coal; and

2) There was a dude 2000 years ago who could walk on water, heal the sick and blind, turn water into wine (very handy at parties!) and was the son of the one true God. This dude is ALSO keeping tabs on you, and when you die if you were good you'll be rewarded for eternity, and if you're bad you'll be punished for all eternity.

Interesting how much Santa, Jesus and the NSA/FBI have in common. It's ALMOST like the US public has been conditioned since our founding to accept that there will always be someone spying on us and punishing us if we're bad. Interesting that the NSA/FBI have dropped the "get presents once a year if you're good" tradition.