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

V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:33.70% (+1.29%)

Analysis last updated: Tuesday, September 16, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0424	11.78
$α$	0.0223	13.83
$β$	0.9431	659.51
$γ$	0.0588	12.81

Estimation Period:
Jun 26, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts