V-Lab: SES SA GJR-GARCH Volatility Analysis

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SES SA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:74.68% (-1.43%)

Analysis last updated: Tuesday, November 11, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0286	13.01
$α$	0.0298	8.94
$β$	0.9536	473.70
$γ$	0.0225	4.25

Estimation Period:
May 5, 2004 to Nov 7, 2025

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