Lena Lighting SA Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
20.76%
increased by 0.88%
1 Week
21.47%
increased by 1.59%
1 Month
22.18%
increased by 2.30%
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 | |
|---|---|---|
| 0.9774 | 8.84 | |
| 0.1494 | 6.46 | |
| 0.5958 | 9.72 | |
| -0.0328 | -1.47 | |
| -0.0034 | -0.10 | |
| 0.0933 | 2.87 | |
| -0.0978 | -3.14 | |
| 0.0608 | 2.77 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
Other Lena Lighting SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities