Muscat Securities MSM 30 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:59.65% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3969 | 4.68 | |
| 0.1025 | 150.02 | |
| 0.9931 | 687.72 | |
| 2.0926 | 1,113.68 |
Estimation Period:
Oct 22, 1996 to Feb 5, 2026
Oct 22, 1996 to Feb 5, 2026
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