Luxembourg Stock Exchange LuxX Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.18%
increased by 0.50%
1 Week
25.96%
increased by 0.28%
1 Month
25.23%
decreased by 0.45%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 13.83 | |
| 0.1782 | 32.38 | |
| 0.9742 | 763.45 | |
| -0.0408 | -9.30 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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