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 Monday, April 29th, 2024:35.60% (-1.63%)

Analysis last updated: Friday, April 26, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0720	5.32
$α$	0.0624	51.91
$β$	0.9945	1041.37
$ν$	6	11.69

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