Muscat Securities MSM 30 Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:21.37% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 11.49 | |
| 0.1383 | 27.35 | |
| 0.8069 | 125.19 |
Estimation Period:
Oct 22, 1996 to Feb 19, 2026
Oct 22, 1996 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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