MSCI COLCAP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
18.60%
decreased by 1.46%
1 Week
18.68%
decreased by 1.38%
1 Month
18.94%
decreased by 1.12%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM 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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