V-Lab: SES SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SES SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:60.61% (-3.37%)

Analysis last updated: Friday, May 3, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8201	6.94
$α$	0.0627	5.07
$β$	0.8744	32.51
$γ_{1}$	-0.0209	-0.65
$γ_{2}$	0.0171	0.36
$γ_{3}$	0.0706	1.94
$γ_{4}$	-0.1295	-3.21
$γ_{5}$	0.0738	2.20

Estimation Period:
May 5, 2004 to Apr 30, 2024

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Volatility Forecasts