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, December 23rd, 2024:38.36% (-0.13%)

Analysis last updated: Friday, December 20, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0149	8.06
$β$	0.8880	184.96
$γ$	0.0866	20.29
$λ_{1}$	0.0452	4.17
$λ_{2}$	0.0656	3.46
$λ_{3}$	0.9263	44.42

Estimation Period:
Jun 26, 1991 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts