Muscat Securities MSM 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:20.17% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 11.34 | |
| 0.1165 | 13.22 | |
| 0.8064 | 127.33 | |
| 0.0457 | 2.97 |
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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