Muscat Securities MSM 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:107.79% (+8.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6531 | 4.77 | |
| 0.1034 | 152.01 | |
| 0.9932 | 721.31 | |
| 2.0931 | 1,150.68 |
Estimation Period:
Oct 22, 1996 to Feb 12, 2026
Oct 22, 1996 to Feb 12, 2026
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