V-Lab: SES SA GJR-GARCH Volatility Analysis

V-Lab

SES SA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:41.05% (+1.17%)

Analysis last updated: Thursday, June 19, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	12.25
$α$	0.0240	9.43
$β$	0.9584	555.61
$γ$	0.0226	4.80

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

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