Muscat Securities MSM 30 Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:16.75% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0246 | -2.16 | |
| 0.2287 | 22.88 | |
| 0.8872 | 45.99 | |
| -0.0407 | -5.78 |
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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