V-Lab: AES Corp/VA EGARCH Volatility Analysis

V-Lab

AES Corp/VA EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:46.18% (+0.06%)

Analysis last updated: Friday, May 16, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0183	7.50
$α$	0.1133	34.36
$β$	0.9931	1,532.51
$γ$	-0.0554	-15.72

Estimation Period:
Jun 26, 1991 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts