On the one hand, the ending of Lolita is open-and-shut: everyone is dead. On the other hand, the conclusion is complicated by the fact that we only know everyone's fate by going back and re-reading John Ray, Jr.'s Foreword. In other words, the end is told at the beginning when Ray announces that "Humbert Humbert," the author of Lolita, or the Confessions of a White Widowed Male has "died in legal captivity, of coronary thrombosis […] a few days before his trial was scheduled to start" (Fore.1). Some paragraphs later, he relates what happened to Rita, Vivian Darkbloom, and most importantly, Mrs. "Richard F. Schiller," whom at that point we have no way of knowing is Lolita; we only know that she "died in childbed, giving birth to a stillborn girl on Christmas Day 1952, in Gray Star, a settlement in the remotest Northwest" (Fore.3). By putting the end at the beginning, Nabokov gets to resolve everyone's story and leave the memoir itself feeling really open-ended.
For its part, Humbert's "memoir" concludes with Humbert in prison. It has taken him 56 days to write the story. He comes across as rather pleased at having finished, announcing, "This then is my story" (2.36.4). Most important for Humbert is that finishing the memoir provides some sort of relief. After all, he does call it a "confession," and refers to it as such several times. He expresses concern about hurting the people who appeared in the story, so he changes their names and requests that the story not be published until everyone has died.
Do we believe that he really feels all of this guilt, compassion, and concern? His story has made him very difficult to trust. The final lines are deeply emotional, but also didactic (teacher-y), as he offers advice to Lolita about how to live a decent life. What's odd is that he gives all of these suggestions knowing that she would be dead and thus never actually read them.