V-Lab: SES SA MF2-GARCH Volatility Analysis

V-Lab

SES SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:45.97% (-0.93%)

Analysis last updated: Tuesday, May 20, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0385	8.87
$β$	0.9053	138.89
$γ$	0.0284	5.96
$λ_{1}$	0.0022	2.22
$λ_{2}$	0.0094	5.64
$λ_{3}$	0.9904	557.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts