Luxembourg Stock Exchange LuxX Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.08% (-7.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0071 | 70,720.00 | |
| -0.0141 | -141,240.00 | |
| 1.0686 | 52.59 | |
| 0.2559 | 25.20 | |
| 0.0161 | 0.41 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices