AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.52% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 11.07 | |
| 0.0199 | 12.97 | |
| 0.9464 | 611.00 | |
| 0.0578 | 13.33 |
Estimation Period:
Jun 26, 1991 to Feb 20, 2026
Jun 26, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities