V-Lab
V-Lab
Muscat Securities MSM 30 Index APARCH Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:8.05% (-0.11%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Muscat Securities MSM 30 Index APARCH
paramt-stat
ω0.029923.20
α0.121310.87
β0.795365.95
γ0.06395.25
δ2.564311.68
Estimation Period:
Oct 22, 1996 to Apr 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts