Muscat Securities MSM 30 Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.74% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 11.56 | |
| 0.1356 | 27.21 | |
| 0.8091 | 127.72 |
Estimation Period:
Oct 22, 1996 to Feb 5, 2026
Oct 22, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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