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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:42.81% (-0.71%)

Analysis last updated: Wednesday, August 27, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0144	8.09
$β$	0.8876	185.56
$γ$	0.0882	21.02
$λ_{1}$	0.0413	4.23
$λ_{2}$	0.0632	3.58
$λ_{3}$	0.9299	48.46

Estimation Period:
Jun 26, 1991 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts