Luxembourg Stock Exchange LuxX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.79% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0482 | 14.26 | |
| 0.7917 | 105.11 | |
| 0.1073 | 20.00 | |
| 0.0128 | 3.65 | |
| 0.0406 | 4.74 | |
| 0.9514 | 90.63 |
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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