Luxor A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.63% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 14.23 | |
| 0.1063 | 15.33 | |
| 0.8899 | 235.50 | |
| -0.0257 | -2.35 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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