MSCI COLCAP Index EGARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
23.41%
decreased by 3.41%
1 Week
22.74%
decreased by 4.08%
1 Month
20.96%
decreased by 5.86%
Analysis last updated: Friday, July 3, 2026 at 10:03 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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