Luxembourg Stock Exchange LuxX Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
20.71%
increased by 0.45%
1 Week
20.78%
increased by 0.52%
1 Month
21.02%
increased by 0.76%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 21.43 | |
| 0.1379 | 30.86 | |
| 0.8032 | 200.90 | |
| 0.0667 | 8.91 |
Estimation Period:
Jan 25, 2000 to Apr 30, 2026
Jan 25, 2000 to Apr 30, 2026
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