MSCI COLCAP Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:16.38% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 26.02 | |
| 0.0985 | 18.10 | |
| 0.7871 | 149.01 | |
| 0.1225 | 8.80 |
Estimation Period:
Jan 16, 2008 to Dec 24, 2025
Jan 16, 2008 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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