MSCI COLCAP Index APARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
18.14%
decreased by 1.87%
1 Week
18.16%
decreased by 1.85%
1 Month
18.21%
decreased by 1.80%
Analysis last updated: Friday, April 10, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 27.74 | |
| 0.1650 | 36.00 | |
| 0.8124 | 169.38 | |
| 0.2423 | 17.58 | |
| 1.3330 | 29.69 |
Estimation Period:
Jan 16, 2008 to Apr 1, 2026
Jan 16, 2008 to Apr 1, 2026
Other MSCI COLCAP Index Analyses
Other APARCH Analyses on Equity Indices