Luxor A/S GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.76% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 15.67 | |
| 0.0954 | 30.71 | |
| 0.8877 | 232.56 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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