MSCI COLCAP Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:14.37% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3057 | 6.70 | |
| 0.1794 | 7.16 | |
| 0.7478 | 27.69 | |
| 0.0067 | 0.46 | |
| 0.0143 | 0.70 | |
| -0.0336 | -3.42 |
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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