V-Lab: SES SA MF2-GARCH Volatility Analysis

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SES SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:53.03% (-1.93%)

Analysis last updated: Friday, December 5, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0439	9.64
$β$	0.8952	135.68
$γ$	0.0293	5.82
$λ_{1}$	0.0017	1.78
$λ_{2}$	0.0091	6.30
$λ_{3}$	0.9909	632.79

Estimation Period:
May 5, 2004 to Nov 28, 2025

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