AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:51.53% (+1.08%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0385 | 10.82 | |
0.0206 | 13.07 | |
0.9469 | 607.39 | |
0.0561 | 12.72 |
Estimation Period:
Jun 26, 1991 to Oct 10, 2025
Jun 26, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities