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

V-Lab

| |

V-Lab

AES Corp/VA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:34.54% (-0.86%)

Analysis last updated: Friday, October 4, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0129	5.30
$α$	0.0614	52.08
$β$	0.9945	1038.11
$ν$	6	11.92

Estimation Period:
Jun 26, 1991 to Oct 4, 2024