Lena Lighting SA Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
17.79%
increased by 0.98%
1 Week
17.92%
increased by 1.11%
1 Month
18.06%
increased by 1.25%
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 | |
|---|---|---|
| 0.9546 | 9.62 | |
| 0.1419 | 6.43 | |
| 0.6240 | 10.57 | |
| -0.0406 | -4.15 | |
| 0.0654 | 4.40 | |
| -0.0534 | -3.70 |
Estimation Period:
Jun 6, 2005 to May 15, 2026
Jun 6, 2005 to May 15, 2026
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