V-Lab: AES Corp/VA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:37.35% (-0.71%)

Analysis last updated: Thursday, April 25, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9576	4.43
$α$	0.0645	7.16
$β$	0.9243	99.72
$γ_{1}$	-0.0057	-1.95
$γ_{2}$	0.0133	2.57

Estimation Period:
Jun 26, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts