National Bank of Oman SAOG EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.81% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2209 | 27.10 | |
| 0.2302 | 34.43 | |
| 0.8904 | 193.07 | |
| -0.0733 | -7.80 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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