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Luxor A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.08% (-8.90%)
Analysis last updated: Saturday, February 7, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxor A/S S0GARCH
paramt-stat
ω0.54972.97
α0.17156.15
β0.718618.28
γ1-0.3681-2.00
γ20.62112.51
γ3-0.3053-2.57
γ4-0.1209-1.19
γ50.37723.71
γ6-0.3245-2.52
γ70.19641.55
γ8-0.1158-1.37
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts