MSCI COLCAP Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:6.76% (+2.15%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.7288 | 7,288,050.00 | |
0.0212 | 211,950.00 | |
0.5000 | 5,000,000.00 | |
0.5598 | 40.88 | |
0.4557 | 53.41 | |
0.0000 | 0.00 |
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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