SES SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.72 | |
| 0.0693 | 32.69 | |
| 0.9186 | 409.16 | |
| 0.4589 | 7.31 |
Estimation Period:
May 5, 2004 to Feb 20, 2026
May 5, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts