Luxembourg Stock Exchange LuxX Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.28% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 23.29 | |
| 0.0981 | 33.71 | |
| 0.8835 | 294.51 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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