Luxor A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.42% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 16.00 | |
| 0.1684 | 26.86 | |
| 0.9814 | 544.64 | |
| 0.0140 | 1.82 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities