SES SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:48.12% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 13.31 | |
| 0.0294 | 8.86 | |
| 0.9542 | 478.07 | |
| 0.0211 | 4.06 |
Estimation Period:
May 5, 2004 to Dec 31, 2025
May 5, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts