V-Lab
SES SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:59.66% (-0.91%)
Analysis last updated: Friday, May 3, 2024 at 08:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 8.90 | |
| 0.0147 | 6.73 | |
| 0.9604 | 603.28 | |
| 0.0342 | 7.82 |
Estimation Period:
May 5, 2004 to Apr 30, 2024
May 5, 2004 to Apr 30, 2024