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MSCI COLCAP Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:12.38% (-0.89%)
Analysis last updated: Friday, October 17, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI COLCAP Index AGARCH
paramt-stat
ω0.076230.76
α0.190238.61
β0.7416165.57
γ0.201614.30
Estimation Period:
Jan 16, 2008 to Aug 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts