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

Skip to main content

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:43.25% (-0.42%)

Analysis last updated: Friday, October 31, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0140	7.53
$β$	0.8811	169.93
$γ$	0.0897	20.97
$λ_{1}$	0.0443	3.60
$λ_{2}$	0.0705	3.30
$λ_{3}$	0.9223	39.55

Estimation Period:
Jun 26, 1991 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts