Muscat Securities MSM 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.45% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1185 | 19.84 | |
| 0.7519 | 88.37 | |
| 0.0688 | 7.95 | |
| 0.0004 | 1.54 | |
| 0.0042 | 4.67 | |
| 0.9949 | 686.60 |
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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