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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8292 | 8,291,560.00 | |
| 0.0067 | 66,880.00 | |
| 0.3283 | 3,283,120.00 | |
| 1.1356 | 41.71 | |
| 0.2244 | 25.07 | |
| 0.0040 | 0.10 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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