Luxembourg Stock Exchange LuxX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.92% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6568 | 6.69 | |
| 0.0648 | 33.95 | |
| 0.9885 | 534.92 | |
| 6.7005 | 5.98 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
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