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

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V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:45.33% (-1.02%)

Analysis last updated: Friday, March 7, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0151	8.23
$β$	0.8875	184.01
$γ$	0.0875	20.34
$λ_{1}$	0.0432	4.24
$λ_{2}$	0.0631	3.53
$λ_{3}$	0.9293	47.41

Estimation Period:
Jun 26, 1991 to Mar 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts