SES SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.88% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 13.44 | |
| 0.0290 | 8.81 | |
| 0.9540 | 477.49 | |
| 0.0218 | 4.23 |
Estimation Period:
May 5, 2004 to Feb 13, 2026
May 5, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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