V-Lab
V-Lab
Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:16.35% (-0.68%)

Analysis last updated: Tuesday, May 14, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxembourg Stock Exchange LuxX Index GJR-GARCH
paramt-stat
ω0.033019.29
α0.058718.03
β0.8902296.82
γ0.066010.03
Estimation Period:
Jan 4, 1999 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts