Luxembourg Stock Exchange LuxX Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.65% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 23.30 | |
| 0.0976 | 33.75 | |
| 0.8841 | 296.09 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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