MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:12.74% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4432 | 8.61 | |
| 0.1748 | 7.25 | |
| 0.7570 | 29.45 | |
| 0.0220 | 4.51 | |
| -0.0271 | -4.35 |
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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