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

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AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:39.25% (+0.21%)

Analysis last updated: Saturday, December 13, 2025 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0146	7.90
$β$	0.8818	170.56
$γ$	0.0891	20.82
$λ_{1}$	0.0448	3.68
$λ_{2}$	0.0679	3.33
$λ_{3}$	0.9246	41.22

Estimation Period:
Jun 26, 1991 to Dec 12, 2025

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