MSCI COLCAP Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
20.61%
increased by 2.15%
1 Week
20.32%
increased by 1.86%
1 Month
19.53%
increased by 1.07%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 30.68 | |
| 0.1868 | 40.62 | |
| 0.7524 | 182.83 | |
| 0.1993 | 14.71 |
Estimation Period:
Jan 16, 2008 to Apr 30, 2026
Jan 16, 2008 to Apr 30, 2026
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