This is a general feature in JLS
you can export any grid to excel by right clicking on the grid > Export Grid > To Excel
you can also export any report by viewing the report then GoTo menu options > Report, you have different export options, "export to excel report - All fields" should work %99 of the time
there are rare instances where a grid or report might not be able to export but most reports and grids shouldn't have issues exporting.
In your case you'd view a class list report and then export all fields, or you can do the same by mail merge and change from parents to children.