MSCI COLCAP Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:13.86% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 4.70 | |
| 0.2898 | 39.37 | |
| 0.9431 | 407.20 | |
| -0.0747 | -11.79 |
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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