Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.87% (+4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 21.00 | |
| 0.0613 | 19.22 | |
| 0.8862 | 298.38 | |
| 0.0622 | 9.38 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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