Lena Lighting SA AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.18%
decreased by 0.20%
1 Week
26.84%
increased by 1.46%
1 Month
30.67%
increased by 5.29%
Analysis last updated: Thursday, May 21, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3658 | 13.67 | |
| 0.1099 | 20.53 | |
| 0.8176 | 134.77 | |
| 0.0958 | 1.46 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
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