MSCI COLCAP Index APARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
21.80%
increased by 1.58%
1 Week
21.49%
increased by 1.27%
1 Month
20.55%
increased by 0.33%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 27.80 | |
| 0.1639 | 35.91 | |
| 0.8131 | 169.93 | |
| 0.2433 | 17.66 | |
| 1.3342 | 29.71 |
Estimation Period:
Jan 16, 2008 to Apr 30, 2026
Jan 16, 2008 to Apr 30, 2026
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