Muscat Securities MSM 30 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
55.85%
decreased by 8.74%
1 Week
55.73%
decreased by 8.86%
1 Month
55.25%
decreased by 9.34%
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 | |
|---|---|---|
| 8.2323 | 4.77 | |
| 0.1034 | 152.26 | |
| 0.9932 | 719.22 | |
| 2.0986 | 1,090.19 |
Estimation Period:
Oct 22, 1996 to Jun 4, 2026
Oct 22, 1996 to Jun 4, 2026
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