MSCI COLCAP Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.81% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 25.71 | |
| 0.1682 | 29.59 | |
| 0.7839 | 139.69 |
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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