MSCI COLCAP Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:18.51% (+6.12%)
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
Other MSCI COLCAP Index Analyses
Other GJR-GARCH Analyses on Equity Indices