AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:43.63% (-1.08%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0385 | 10.80 | |
0.0203 | 13.04 | |
0.9471 | 609.84 | |
0.0562 | 12.78 |
Estimation Period:
Jun 26, 1991 to Oct 17, 2025
Jun 26, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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