Luxembourg Stock Exchange LuxX Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.77% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 23.31 | |
| 0.0978 | 33.75 | |
| 0.8840 | 295.94 |
Estimation Period:
Jan 4, 1999 to Feb 13, 2026
Jan 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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