SES SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:60.83% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 13.07 | |
| 0.0294 | 8.90 | |
| 0.9543 | 483.44 | |
| 0.0217 | 4.16 |
Estimation Period:
May 5, 2004 to Nov 28, 2025
May 5, 2004 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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