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

V-Lab

AES Corp/VA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:64.47% (-1.84%)

Analysis last updated: Saturday, May 31, 2025 at 03:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0423	11.87
$α$	0.0234	14.18
$β$	0.9427	651.04
$γ$	0.0574	12.38

Estimation Period:
Jun 26, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts