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

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V-Lab

AES Corp/VA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:40.19% (+3.84%)

Analysis last updated: Friday, December 20, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0916	5.28
$α$	0.0609	52.60
$β$	0.9946	1053.59
$ν$	6	12.09

Estimation Period:
Jun 26, 1991 to Dec 20, 2024