MSCI COLCAP Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.18% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2549 | 6.82 | |
| 0.1763 | 7.21 | |
| 0.7457 | 27.30 | |
| -0.0014 | -0.09 | |
| 0.0346 | 1.54 | |
| -0.0833 | -3.27 |
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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