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

V-Lab

SES SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:32.97% (+0.18%)

Analysis last updated: Saturday, August 23, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7377	6.98
$α$	0.0670	5.17
$β$	0.8658	31.03
$γ_{1}$	-0.0459	-2.71
$γ_{2}$	0.0996	3.81
$γ_{3}$	-0.0840	-3.92
$γ_{4}$	0.0313	1.91

Estimation Period:
May 5, 2004 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts