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

V-Lab

MSCI COLCAP Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:13.94% (+3.67%)

Analysis last updated: Saturday, October 4, 2025 at 12:52 AM 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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts