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

V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:53.36% (-1.46%)

Analysis last updated: Friday, July 25, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0408	11.52
$α$	0.0223	13.90
$β$	0.9440	667.64
$γ$	0.0578	12.70

Estimation Period:
Jun 26, 1991 to Jul 25, 2025

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Volatility Forecasts