Muscat Securities MSM 30 Index Asy. MEM Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
20.45%
decreased by 3.17%
1 Week
20.34%
decreased by 3.28%
1 Month
19.94%
decreased by 3.68%
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 | |
|---|---|---|
| 0.0262 | 21.68 | |
| 0.2653 | 27.52 | |
| 0.6981 | 107.13 | |
| 0.0302 | 2.11 |
Estimation Period:
Sep 29, 2006 to Jun 4, 2026
Sep 29, 2006 to Jun 4, 2026
Other Asy. MEM Analyses on Equity Indices