Muscat Securities MSM 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:17.22% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1233 | 20.23 | |
| 0.7485 | 87.48 | |
| 0.0670 | 7.64 | |
| 0.0005 | 1.56 | |
| 0.0043 | 4.75 | |
| 0.9948 | 687.98 |
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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