V-Lab
SES SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:53.23% (-1.22%)
Analysis last updated: Wednesday, May 15, 2024 at 01:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0025 | 0.85 | |
| 0.9429 | 172.86 | |
| 0.0524 | 11.70 | |
| 0.0042 | 2.46 | |
| 0.0111 | 3.02 | |
| 0.9879 | 253.63 |
Estimation Period:
May 5, 2004 to May 10, 2024
May 5, 2004 to May 10, 2024