Luxembourg Stock Exchange LuxX Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
24.80%
decreased by 0.41%
1 Week
24.70%
decreased by 0.51%
1 Month
24.34%
decreased by 0.87%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 21.34 | |
| 0.0944 | 32.56 | |
| 0.8980 | 289.76 | |
| 0.2078 | 12.25 | |
| 1.4651 | 30.52 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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