V-Lab
V-Lab
Luxembourg Stock Exchange LuxX Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:22.29% (+9.29%)

Analysis last updated: Thursday, April 18, 2024 at 07:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxembourg Stock Exchange LuxX Index GARCH
paramt-stat
ω0.028921.71
α0.098532.51
β0.8870293.81
Estimation Period:
Jan 4, 1999 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts