Luxor A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.31% (-9.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5463 | 2.92 | |
| 0.1722 | 6.16 | |
| 0.7186 | 18.30 | |
| -0.3758 | -2.03 | |
| 0.6327 | 2.54 | |
| -0.3103 | -2.60 | |
| -0.1214 | -1.19 | |
| 0.3838 | 3.73 | |
| -0.3394 | -2.54 | |
| 0.2261 | 1.56 | |
| -0.1866 | -1.10 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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