MSCI COLCAP Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:30.99% (+7.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 30.73 | |
| 0.1877 | 38.91 | |
| 0.7439 | 169.14 | |
| 0.2090 | 15.06 |
Estimation Period:
Jan 16, 2008 to Dec 24, 2025
Jan 16, 2008 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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