V-Lab
AES Corp/VA AGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
12.78%
decreased by 0.17%
1 Week
13.74%
increased by 0.79%
1 Month
16.99%
increased by 4.04%
Analysis last updated: Friday, August 7, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 26, 1991 to Aug 7, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 231 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: negative returns raise volatility more
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0221 | 4.54*** |
α ARCH Response to squared shocks | 0.0746 | 46.88*** |
β GARCH Volatility persistence | 0.9224 | 635.68*** |
γ leverage Additional response to negative shocks | 0.6401 | 13.65*** |
Persistence:
0.997
Half-life:
231 days
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