Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
23.61%
decreased by 0.37%
1 Week
23.53%
decreased by 0.45%
1 Month
23.22%
decreased by 0.76%
Analysis last updated: Thursday, May 28, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 20.46 | |
| 0.0596 | 19.58 | |
| 0.8908 | 309.52 | |
| 0.0599 | 9.38 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
Other GJR-GARCH Analyses on Equity Indices