Lena Lighting SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.07%
increased by 0.13%
1 Week
22.45%
increased by 0.51%
1 Month
23.79%
increased by 1.85%
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 | |
|---|---|---|
| 0.0545 | 10.43 | |
| 0.0317 | 7.27 | |
| 0.9546 | 274.40 | |
| 0.0055 | 1.04 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
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