MSCI COLCAP Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:17.58% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 27.99 | |
| 0.1655 | 34.75 | |
| 0.8068 | 159.80 | |
| 0.2535 | 17.60 | |
| 1.3276 | 28.77 |
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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