V-Lab
V-Lab
AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:49.34% (+0.15%)
Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA GJR-GARCH
paramt-stat
ω0.042911.96
α0.023314.11
β0.9425645.99
γ0.057612.35
Estimation Period:
Jun 26, 1991 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts