V-Lab
AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:35.94% (-0.54%)
Analysis last updated: Friday, October 4, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 11.95 | |
| 0.0238 | 14.01 | |
| 0.9421 | 632.72 | |
| 0.0572 | 11.96 |
Estimation Period:
Jun 26, 1991 to Oct 4, 2024
Jun 26, 1991 to Oct 4, 2024