SES SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.05% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 13.36 | |
| 0.0289 | 8.83 | |
| 0.9545 | 485.28 | |
| 0.0213 | 4.14 |
Estimation Period:
May 5, 2004 to Feb 6, 2026
May 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts