Luxempart SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.37% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7810 | 3.90 | |
| 0.2322 | 9.72 | |
| 0.6974 | 25.65 | |
| 0.0833 | 2.20 | |
| -0.1107 | -2.15 | |
| 0.0652 | 1.96 | |
| -0.1001 | -3.37 | |
| 0.1038 | 3.77 | |
| -0.0565 | -2.42 | |
| 0.0223 | 1.23 |
Estimation Period:
Sep 17, 1992 to Feb 6, 2026
Sep 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Luxempart SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities