MSCI COLCAP Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:12.10% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 27.78 | |
| 0.1675 | 34.64 | |
| 0.8055 | 157.94 | |
| 0.2478 | 17.11 | |
| 1.3165 | 28.45 |
Estimation Period:
Jan 16, 2008 to Aug 6, 2025
Jan 16, 2008 to Aug 6, 2025
News Impact Curve
Volatility Forecasts
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