V-Lab: MSCI COLCAP Index MF2-GARCH Volatility Analysis

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MSCI COLCAP Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:6.19% (-10.65%)

Analysis last updated: Friday, December 19, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7288	7,288,050.00
$β$	0.0212	211,950.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.5598	40.88
$λ_{2}$	0.4557	53.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 16, 2008 to Aug 6, 2025

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