V-Lab: SES SA MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

SES SA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:57.21% (-1.36%)

Analysis last updated: Thursday, May 9, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0025	0.85
$β$	0.9424	173.34
$γ$	0.0532	11.81
$λ_{1}$	0.0042	2.46
$λ_{2}$	0.0111	3.06
$λ_{3}$	0.9879	256.59

Estimation Period:
May 5, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts