V-Lab
V-Lab
Luxembourg Stock Exchange LuxX Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.53% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxembourg Stock Exchange LuxX Index AGARCH
paramt-stat
ω0.029014.45
α0.096232.01
β0.8840277.64
γ0.284812.87
Estimation Period:
Jan 4, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts