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 Monday, June 2nd, 2025:62.20% (-3.14%)

Analysis last updated: Saturday, May 31, 2025 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.4991	5.36
$α$	0.0604	54.65
$β$	0.9950	1,163.71
$ν$	5.5904	12.82

Estimation Period:
Jun 26, 1991 to May 30, 2025