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

V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:64.82% (-0.31%)

Analysis last updated: Wednesday, April 16, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0428	11.89
$α$	0.0235	14.14
$β$	0.9423	644.08
$γ$	0.0581	12.38

Estimation Period:
Jun 26, 1991 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts