MSCI COLCAP Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:16.97% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0929 | 19.87 | |
| 0.6989 | 78.68 | |
| 0.1560 | 19.72 | |
| 0.0050 | 4.12 | |
| 0.0223 | 7.08 | |
| 0.9727 | 242.26 |
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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