Luxempart SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.62% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 31.50 | |
| 0.3669 | 44.28 | |
| 0.9008 | 225.61 | |
| -0.0417 | -4.73 |
Estimation Period:
Sep 17, 1992 to Feb 6, 2026
Sep 17, 1992 to Feb 6, 2026
News Impact Curve
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