The dodecaboride LuB$_{12}$ with cage-glass state and rattling modes has been studied to clarify the nature of the large amplitude vibrations of Lu ions. Discovered anisotropy of charge transport in conjunction with distortions of the conventional \textit{fcc} symmetry of the crystal lattice may be attributed to coherent motion of Lu ions along singular direction in the lattice. Arguments are presented in favor of cooperative dynamic Jahn-Teller effect in the boron sublattice to be the reason of the rattling mode, lattice distortion and formation of the filamentary structure of the conductive channels.