LuxExperience BV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.70% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8422 | 6.94 | |
| 0.1282 | 1.70 | |
| 0.6157 | 3.28 | |
| 0.1095 | 0.96 | |
| -0.4799 | -2.06 |
Estimation Period:
Jan 21, 2021 to Feb 6, 2026
Jan 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LuxExperience BV Analyses
Other Spline-GARCH Analyses on Depositary Receipts