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

V-Lab

SES SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:30.22% (+1.07%)

Analysis last updated: Saturday, August 23, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0001	3.56
$α$	0.0742	21.26
$β$	0.9797	175.54
$ν$	3.7758	9.29

Estimation Period:
May 5, 2004 to Aug 22, 2025