MSCI COLCAP Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:11.71% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 25.96 | |
| 0.1012 | 18.18 | |
| 0.7861 | 147.34 | |
| 0.1201 | 8.55 |
Estimation Period:
Jan 16, 2008 to Aug 6, 2025
Jan 16, 2008 to Aug 6, 2025
News Impact Curve
Volatility Forecasts
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