V-Lab: SES SA Zero Slope Spline-GARCH Volatility Analysis

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SES SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:80.42% (-4.69%)

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
$ω$	0.8187	5.43
$α$	0.0681	5.10
$β$	0.8543	28.00
$γ_{1}$	0.0148	0.15
$γ_{2}$	-0.0572	-0.41
$γ_{3}$	0.0632	0.81
$γ_{4}$	0.0399	0.54
$γ_{5}$	-0.0327	-0.37
$γ_{6}$	-0.1688	-1.74
$γ_{7}$	0.2533	2.91
$γ_{8}$	-0.1591	-2.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts