V-Lab: SES SA GJR-GARCH Volatility Analysis

V-Lab

SES SA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:48.60% (-0.74%)

Analysis last updated: Tuesday, May 20, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	12.08
$α$	0.0243	9.47
$β$	0.9590	567.44
$γ$	0.0218	4.61

Estimation Period:
May 5, 2004 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts