V-Lab
Luxembourg Stock Exchange LuxX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:5.27% (-0.82%)
Analysis last updated: Tuesday, May 14, 2024 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7464 | 7464290.00 | |
| 0.0036 | 35710.00 | |
| 0.5000 | 5000000.00 | |
| 1.1444 | 49.68 | |
| 0.2203 | 25.56 | |
| 0.0043 | 0.11 |
Estimation Period:
Jan 4, 1999 to May 10, 2024
Jan 4, 1999 to May 10, 2024