CBOE Volatility Index

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	param	t-stat
$ω$	1.0373	5.27
$α$	0.1557	7.57
$β$	0.6928	15.11
$γ_{1}$	0.1645	1.54
$γ_{2}$	-0.3809	-2.37
$γ_{3}$	0.4525	3.18
$γ_{4}$	-0.4409	-3.03
$γ_{5}$	0.4355	3.26
$γ_{6}$	-0.5433	-3.91
$γ_{7}$	0.5420	3.69
$γ_{8}$	-0.5171	-2.50

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National Bank of Oman SAOG Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, February 8th, 2026:9.04% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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