MSCI COLCAP Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:20.85% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 25.81 | |
| 0.1665 | 29.67 | |
| 0.7846 | 140.63 |
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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