V-Lab: AES Corp/VA GAS-GARCH Student T Volatility Analysis

V-Lab

AES Corp/VA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:46.28% (+4.17%)

Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.2489	5.32
$α$	0.0603	53.64
$β$	0.9948	1,101.62
$ν$	5.5826	12.51

Estimation Period:
Jun 26, 1991 to May 2, 2025