V-Lab: MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:13.71% (+0.44%)

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
$ω$	1.3057	6.70
$α$	0.1794	7.16
$β$	0.7478	27.69
$γ_{1}$	0.0067	0.46
$γ_{2}$	0.0143	0.70
$γ_{3}$	-0.0336	-3.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts