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 12th, 2025:43.55% (-1.47%)

Analysis last updated: Friday, December 12, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8173	5.52
$α$	0.0680	5.10
$β$	0.8523	27.69
$γ_{1}$	0.0159	0.16
$γ_{2}$	-0.0587	-0.42
$γ_{3}$	0.0641	0.83
$γ_{4}$	0.0400	0.55
$γ_{5}$	-0.0364	-0.41
$γ_{6}$	-0.1627	-1.69
$γ_{7}$	0.2487	2.86
$γ_{8}$	-0.1567	-2.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts