SES SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.53% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 10.77 | |
| 0.1177 | 24.14 | |
| 0.9894 | 972.90 | |
| -0.0354 | -9.09 |
Estimation Period:
May 5, 2004 to Feb 13, 2026
May 5, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts