Luxembourg Stock Exchange LuxX Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.51% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 13.66 | |
| 0.1825 | 32.43 | |
| 0.9730 | 739.93 | |
| -0.0414 | -9.22 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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