Luxembourg Stock Exchange LuxX Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
8.08%
decreased by 27.33%
1 Week
619.22%
increased by 583.81%
1 Month
210,369,446,450.76%
increased by 210,369,446,415.35%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8720 | 8,719,720.00 | |
| 0.0068 | 67,920.00 | |
| 0.2425 | 2,424,720.00 | |
| 1.1298 | 48.00 | |
| 0.2262 | 53.23 | |
| 0.0052 | 0.27 |
Estimation Period:
Jan 4, 1999 to Jun 5, 2026
Jan 4, 1999 to Jun 5, 2026
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