Luxembourg Stock Exchange LuxX Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.66%
decreased by 0.31%
1 Week
23.57%
decreased by 0.40%
1 Month
23.25%
decreased by 0.72%
Analysis last updated: Friday, June 12, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 20.44 | |
| 0.0593 | 19.58 | |
| 0.8909 | 309.66 | |
| 0.0601 | 9.43 |
Estimation Period:
Jan 4, 1999 to Jun 5, 2026
Jan 4, 1999 to Jun 5, 2026
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