Skip to main content
V-Lab

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 Thursday, May 28th, 2026

1 Day

16.45%

increased by 1.73%

1 Week

21.77%

increased by 7.05%

1 Month

70.76%

increased by 56.04%

Analysis last updated: Thursday, May 28, 2026 at 06:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxembourg Stock Exchange LuxX Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time