LuxExperience BV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.05% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8194 | 7.28 | |
| 0.2264 | 4.85 | |
| 0.6373 | 15.93 | |
| -0.0771 | -1.68 |
Estimation Period:
Jan 21, 2021 to Feb 6, 2026
Jan 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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