Lena Lighting SA APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.19%
increased by 0.22%
1 Week
22.61%
increased by 0.64%
1 Month
24.18%
increased by 2.21%
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 | |
|---|---|---|
| 0.0417 | 11.31 | |
| 0.0406 | 7.93 | |
| 0.9552 | 224.44 | |
| 0.0423 | 1.21 | |
| 1.5926 | 15.79 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
Other Lena Lighting SA Analyses
Other APARCH Analyses on International Equities