MSCI COLCAP Index EGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
22.21%
increased by 1.35%
1 Week
21.69%
increased by 0.83%
1 Month
20.28%
decreased by 0.58%
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 | |
|---|---|---|
| 0.0104 | 5.44 | |
| 0.2852 | 40.53 | |
| 0.9464 | 433.33 | |
| -0.0737 | -12.24 |
Estimation Period:
Jan 16, 2008 to Apr 30, 2026
Jan 16, 2008 to Apr 30, 2026
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