Muscat Securities MSM 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.52% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 11.40 | |
| 0.1132 | 12.85 | |
| 0.8089 | 130.32 | |
| 0.0466 | 3.03 |
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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