Lena Lighting SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.15%
increased by 1.10%
1 Week
25.57%
increased by 1.52%
1 Month
27.09%
increased by 3.04%
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 | |
|---|---|---|
| 6.6074 | 3.30 | |
| 0.0634 | 38.00 | |
| 0.9895 | 320.95 | |
| 3.2773 | 19.02 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
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