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

V-Lab

SES SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:45.25% (+5.64%)

Analysis last updated: Thursday, June 19, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9866	3.58
$α$	0.0747	21.08
$β$	0.9792	171.85
$ν$	3.7604	9.30

Estimation Period:
May 5, 2004 to Jun 13, 2025