V-Lab: AES Corp/VA GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:42.43% (+0.28%)

Analysis last updated: Friday, December 20, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0429	11.93
$α$	0.0235	14.02
$β$	0.9425	636.83
$γ$	0.0570	12.14

Estimation Period:
Jun 26, 1991 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts