Muscat Securities MSM 30 Index APARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
17.91%
decreased by 1.61%
1 Week
17.56%
decreased by 1.96%
1 Month
16.47%
decreased by 3.05%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 23.63 | |
| 0.1331 | 12.14 | |
| 0.7846 | 61.35 | |
| 0.0693 | 6.02 | |
| 2.5072 | 11.69 |
Estimation Period:
Oct 22, 1996 to Jun 11, 2026
Oct 22, 1996 to Jun 11, 2026
Other APARCH Analyses on Equity Indices