Muscat Securities MSM 30 Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:21.09% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 23.58 | |
| 0.1280 | 11.76 | |
| 0.7886 | 62.65 | |
| 0.0634 | 5.41 | |
| 2.5268 | 11.75 |
Estimation Period:
Oct 22, 1996 to Feb 19, 2026
Oct 22, 1996 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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