Muscat Securities MSM 30 Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:20.53% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 11.47 | |
| 0.1422 | 28.32 | |
| 0.8037 | 127.19 | |
| 0.1004 | 5.56 |
Estimation Period:
Oct 22, 1996 to Feb 19, 2026
Oct 22, 1996 to Feb 19, 2026
News Impact Curve
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