Luxor A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.08% (-8.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5497 | 2.97 | |
| 0.1715 | 6.15 | |
| 0.7186 | 18.28 | |
| -0.3681 | -2.00 | |
| 0.6211 | 2.51 | |
| -0.3053 | -2.57 | |
| -0.1209 | -1.19 | |
| 0.3772 | 3.71 | |
| -0.3245 | -2.52 | |
| 0.1964 | 1.55 | |
| -0.1158 | -1.37 |
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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