V-Lab: AES Corp/VA EGARCH Volatility Analysis

V-Lab

AES Corp/VA EGARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:31.20% (-1.19%)

Analysis last updated: Friday, September 12, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0181	7.48
$α$	0.1132	34.82
$β$	0.9932	1,544.64
$γ$	-0.0555	-15.88

Estimation Period:
Jun 26, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts