Lena Lighting SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.63%
increased by 0.61%
1 Week
20.28%
increased by 1.26%
1 Month
20.98%
increased by 1.96%
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 | |
|---|---|---|
| 26 | ||
| 0.1205 | 17.64 | |
| 0.6262 | 33.93 | |
| 0.0453 | 4.60 | |
| 0.0006 | 0.14 | |
| 0.0046 | 1.58 | |
| 0.9951 | 255.87 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
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