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

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V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.25% (-1.09%)

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
$ω$	1.2589	6.25
$α$	0.0636	7.36
$β$	0.9276	107.48
$γ_{1}$	0.0007	3.13

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

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Volatility Forecasts