Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.56% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 20.97 | |
| 0.0613 | 19.19 | |
| 0.8859 | 297.67 | |
| 0.0627 | 9.45 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
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