AES Corp/VA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.42%
decreased by 0.36%
1 Week
20.89%
increased by 0.11%
1 Month
22.63%
increased by 1.85%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 14.10 | |
| 0.0325 | 11.76 | |
| 0.9371 | 522.33 | |
| 0.0503 | 9.08 |
Estimation Period:
Jun 26, 1991 to May 22, 2026
Jun 26, 1991 to May 22, 2026
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