Luxempart SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.57% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1438 | 23.95 | |
| 0.1696 | 18.69 | |
| 0.7626 | 148.07 | |
| 0.0796 | 4.00 |
Estimation Period:
Sep 17, 1992 to Feb 6, 2026
Sep 17, 1992 to Feb 6, 2026
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