MSCI COLCAP Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:17.59% (+5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 4.37 | |
| 0.2868 | 39.48 | |
| 0.9434 | 410.73 | |
| -0.0762 | -12.20 |
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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