MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
19.02%
decreased by 2.04%
1 Week
19.07%
decreased by 1.99%
1 Month
19.26%
decreased by 1.80%
Analysis last updated: Friday, April 17, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6040 | 7.46 | |
| 0.1371 | 31.02 | |
| 0.9739 | 281.47 | |
| 5.7845 | 9.07 |
Estimation Period:
Jan 16, 2008 to Apr 1, 2026
Jan 16, 2008 to Apr 1, 2026
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