MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:15.80% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5298 | 7.80 | |
| 0.1389 | 30.42 | |
| 0.9711 | 265.76 | |
| 5.6895 | 8.99 |
Estimation Period:
Jan 16, 2008 to Aug 6, 2025
Jan 16, 2008 to Aug 6, 2025
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