Muscat Securities MSM 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
23.66%
decreased by 2.51%
1 Week
22.86%
decreased by 3.31%
1 Month
20.39%
decreased by 5.78%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 11.31 | |
| 0.1186 | 13.48 | |
| 0.8025 | 124.99 | |
| 0.0505 | 3.26 |
Estimation Period:
Oct 22, 1996 to Jun 4, 2026
Oct 22, 1996 to Jun 4, 2026
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