V-Lab: MSCI COLCAP Index APARCH Volatility Analysis

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MSCI COLCAP Index APARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:13.56% (-0.79%)

Analysis last updated: Saturday, November 8, 2025 at 03:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0634	27.78
$α$	0.1675	34.64
$β$	0.8055	157.94
$γ$	0.2478	17.11
$δ$	1.3165	28.45

Estimation Period:
Jan 16, 2008 to Aug 6, 2025

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Volatility Forecasts