MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:17.51% (+3.75%)
Parameter 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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