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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:41.16% (-0.14%)

Analysis last updated: Thursday, September 18, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0150	8.52
$β$	0.8907	192.50
$γ$	0.0872	20.82
$λ_{1}$	0.0387	4.50
$λ_{2}$	0.0572	3.72
$λ_{3}$	0.9362	55.82

Estimation Period:
Jun 26, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts