Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.79% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 21.07 | |
| 0.0617 | 19.41 | |
| 0.8861 | 299.14 | |
| 0.0618 | 9.31 |
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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