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 Friday, December 5th, 2025:48.74% (-1.75%)

Analysis last updated: Friday, December 5, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8151	5.45
$α$	0.0672	5.10
$β$	0.8552	28.22
$γ_{1}$	0.0149	0.15
$γ_{2}$	-0.0576	-0.41
$γ_{3}$	0.0641	0.82
$γ_{4}$	0.0396	0.54
$γ_{5}$	-0.0354	-0.40
$γ_{6}$	-0.1646	-1.70
$γ_{7}$	0.2517	2.88
$γ_{8}$	-0.1600	-2.67

Estimation Period:
May 5, 2004 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts