V-Lab: SES SA GJR-GARCH Volatility Analysis

V-Lab

SES SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:30.91% (-0.28%)

Analysis last updated: Saturday, August 23, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0271	12.48
$α$	0.0239	9.48
$β$	0.9580	549.93
$γ$	0.0232	4.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts