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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:65.79% (-2.00%)

Analysis last updated: Friday, July 11, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0152	8.33
$β$	0.8843	180.83
$γ$	0.0878	20.96
$λ_{1}$	0.0449	4.07
$λ_{2}$	0.0715	3.50
$λ_{3}$	0.9213	41.70

Estimation Period:
Jun 26, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts