Volatility is a real measure of the scattering of profits for a given security or market Index. The stock exchange is a standout amongst the most critical hotspots for organizations to raise cash. This facilitates organizations to be traded on an open market, or raise extra money related capital for development by offering offers of responsibility for organization in an open market. The liquidity that a trade manages the speculators gives them the capacity to rapidly and effortlessly offer securities. The main objective of the study is to measure the volatility of selected companies in Muscat securities market. The sample of this study is 6 companies taken MSM 30 Index. The Study period has taken from January 2012 to December 2016. Tools used for the Study is Descriptive Statistics, Unit Root Test (ADF & PP Test), GARCH (1,1) and EGARCH (1,1) Model. This finding has implications for less volatile during the study period for all the sample companies. The study also made a few observations which may help the investors to understand better about the stock market.

Volatility is a real measure of the scattering of profits for a given security or market Index. The stock exchange is a standout amongst the most critical hotspots for organizations to raise cash. This facilitates organizations to be traded on an open market, or raise extra money related capital ...