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

V-Lab

| |

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:38.04% (-0.69%)

Analysis last updated: Friday, March 21, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0151	8.31
$β$	0.8875	184.71
$γ$	0.0876	20.47
$λ_{1}$	0.0432	4.27
$λ_{2}$	0.0631	3.56
$λ_{3}$	0.9293	47.84

Estimation Period:
Jun 26, 1991 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts