Luxembourg Stock Exchange LuxX Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.99% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.99 | |
| 0.0954 | 33.27 | |
| 0.8819 | 282.19 | |
| 0.2587 | 12.00 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
News Impact Curve
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