V-Lab: AES Corp/VA GAS-GARCH Student T Volatility Analysis

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V-Lab

AES Corp/VA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:39.43% (-1.63%)

Analysis last updated: Thursday, April 18, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.1198	5.32
$α$	0.0624	52.07
$β$	0.9945	1050.20
$ν$	6	11.77

Estimation Period:
Jun 26, 1991 to Apr 12, 2024