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

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MSCI COLCAP Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:11.72% (-0.62%)

Analysis last updated: Friday, December 12, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2537	6.65
$α$	0.1787	7.21
$β$	0.7447	27.14
$γ_{1}$	-0.0024	-0.16
$γ_{2}$	0.0362	1.47
$γ_{3}$	-0.0768	-2.67

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

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