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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 26, 1991 to Aug 7, 2026

Model 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

ParameterValuet-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