MSCI COLCAP Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
21.56%
increased by 4.59%
1 Week
21.28%
increased by 4.31%
1 Month
20.41%
increased by 3.44%
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 | |
|---|---|---|
| 0.0568 | 25.74 | |
| 0.1655 | 30.61 | |
| 0.7902 | 148.79 |
Estimation Period:
Jan 16, 2008 to Apr 30, 2026
Jan 16, 2008 to Apr 30, 2026
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