V-Lab: SES SA GAS-GARCH Student T Volatility Analysis

V-Lab

SES SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:43.13% (-0.22%)

Analysis last updated: Tuesday, May 20, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9986	3.58
$α$	0.0751	21.03
$β$	0.9791	170.93
$ν$	3.7508	9.34

Estimation Period:
May 5, 2004 to May 16, 2025