V-Lab: AES Corp/VA MF2-GARCH Volatility Analysis

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AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:54.95% (+1.30%)

Analysis last updated: Friday, October 10, 2025 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0143	7.65
$β$	0.8817	171.40
$γ$	0.0894	20.90
$λ_{1}$	0.0427	3.63
$λ_{2}$	0.0698	3.34
$λ_{3}$	0.9235	40.60

Estimation Period:
Jun 26, 1991 to Oct 10, 2025

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