Luxembourg Stock Exchange LuxX Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6543 | 6.65 | |
| 0.0647 | 33.95 | |
| 0.9886 | 532.91 | |
| 6.6768 | 6.00 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
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