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V-Lab

AES Corp/VA Asy. Power MEM Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

8.94%

decreased by 0.50%

1 Week

9.54%

increased by 0.10%

1 Month

11.47%

increased by 2.03%

Analysis last updated: Wednesday, July 15, 2026 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 26, 1991 to Jul 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 29% more than equivalent positive returns. The volatility power δ = 0.94 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0407
24.15***
α

ARCH

Response to squared shocks

0.1844
71.16***
β

GARCH

Volatility persistence

0.8156
306.63***
γ

leverage

Additional response to negative shocks

0.1359
19.41***
δ

power

Transformation power

0.9435
26.89***

Persistence:

0.962

Half-life:

18 days