Muscat Securities MSM 30 Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.65% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 11.47 | |
| 0.1385 | 27.32 | |
| 0.8068 | 125.22 |
Estimation Period:
Oct 22, 1996 to Feb 12, 2026
Oct 22, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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