V-Lab
AES Corp/VA MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
7.90%
decreased by 0.02%
1 Week
8.68%
increased by 0.76%
1 Month
10.39%
increased by 2.47%
Analysis last updated: Friday, August 7, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 26, 1991 to Aug 7, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 216% more than equivalent positive returns.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 41 | |
α ARCH Response to squared shocks | 0.0406 | 10.07*** |
β GARCH Volatility persistence | 0.7244 | 58.58*** |
γ leverage Additional response to negative shocks | 0.0876 | 17.54*** |
λ₁ tau intercept Baseline long-term coefficient | 0.2861 | 1.33 |
λ₂ forecast adj. Forecast performance sensitivity | 1.0000 | 5.48*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.809
Half-life:
3 days
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