MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
24.31%
increased by 2.25%
1 Week
24.05%
increased by 1.99%
1 Month
23.16%
increased by 1.10%
Analysis last updated: Friday, March 27, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4760 | 8.27 | |
| 0.1373 | 30.47 | |
| 0.9702 | 272.67 | |
| 5.7792 | 8.83 |
Estimation Period:
Jan 16, 2008 to Dec 24, 2025
Jan 16, 2008 to Dec 24, 2025
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