Muscat Securities MSM 30 Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
14.23%
decreased by 1.04%
1 Week
14.24%
decreased by 1.03%
1 Month
14.28%
decreased by 0.99%
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 | |
|---|---|---|
| -0.0241 | -2.13 | |
| 0.2353 | 24.10 | |
| 0.8841 | 45.11 | |
| -0.0433 | -6.21 |
Estimation Period:
Oct 22, 1996 to Jun 11, 2026
Oct 22, 1996 to Jun 11, 2026
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