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 Thursday, April 17th, 2025:56.16% (+0.36%)

Analysis last updated: Wednesday, April 16, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.6568	5.36
$α$	0.0606	55.07
$β$	0.9951	1,193.14
$ν$	5.5868	13.03

Estimation Period:
Jun 26, 1991 to Apr 11, 2025