Muscat Securities MSM 30 Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
20.16%
decreased by 2.79%
1 Week
19.07%
decreased by 3.88%
1 Month
16.39%
decreased by 6.56%
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 | |
|---|---|---|
| 71 | ||
| 0.1262 | 20.86 | |
| 0.7431 | 87.21 | |
| 0.0726 | 8.17 | |
| 0.0005 | 1.59 | |
| 0.0045 | 4.79 | |
| 0.9946 | 665.73 |
Estimation Period:
Oct 22, 1996 to Jun 4, 2026
Oct 22, 1996 to Jun 4, 2026
Other MF2-GARCH Analyses on Equity Indices