V-Lab: SES SA MF2-GARCH Volatility Analysis

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SES SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:84.73% (-3.70%)

Analysis last updated: Tuesday, November 11, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0443	9.64
$β$	0.8941	135.49
$γ$	0.0305	6.03
$λ_{1}$	0.0018	1.76
$λ_{2}$	0.0091	6.34
$λ_{3}$	0.9909	631.58

Estimation Period:
May 5, 2004 to Nov 7, 2025

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