MSCI COLCAP Index GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
18.51%
decreased by 1.72%
1 Week
18.47%
decreased by 1.76%
1 Month
18.36%
decreased by 1.87%
Analysis last updated: Friday, April 17, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 25.65 | |
| 0.1663 | 30.66 | |
| 0.7898 | 148.40 |
Estimation Period:
Jan 16, 2008 to Apr 1, 2026
Jan 16, 2008 to Apr 1, 2026
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