MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
23.14%
increased by 4.22%
1 Week
23.00%
increased by 4.08%
1 Month
22.49%
increased by 3.57%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5942 | 7.56 | |
| 0.1364 | 31.05 | |
| 0.9738 | 285.00 | |
| 5.8090 | 9.01 |
Estimation Period:
Jan 16, 2008 to Apr 30, 2026
Jan 16, 2008 to Apr 30, 2026
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