AES Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:43.63% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 10.80 | |
| 0.0203 | 13.04 | |
| 0.9471 | 609.84 | |
| 0.0562 | 12.78 |
Estimation Period:
Jun 26, 1991 to Oct 17, 2025
Jun 26, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities