National Bank of Oman SAOG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.39% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0203 | 5.12 | |
| 0.1520 | 7.38 | |
| 0.7032 | 15.38 | |
| 0.1437 | 1.32 | |
| -0.3445 | -2.11 | |
| 0.4240 | 2.96 | |
| -0.4151 | -2.85 | |
| 0.4021 | 3.01 | |
| -0.4769 | -3.49 | |
| 0.3859 | 2.99 | |
| -0.0958 | -1.12 |
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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