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

V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:49.70% (-0.64%)

Analysis last updated: Thursday, July 3, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0424	11.93
$α$	0.0234	14.21
$β$	0.9429	651.60
$γ$	0.0570	12.36

Estimation Period:
Jun 26, 1991 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts