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

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AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:42.68% (-0.59%)

Analysis last updated: Friday, November 7, 2025 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0139	7.47
$β$	0.8812	170.17
$γ$	0.0898	20.99
$λ_{1}$	0.0444	3.60
$λ_{2}$	0.0706	3.30
$λ_{3}$	0.9223	39.52

Estimation Period:
Jun 26, 1991 to Nov 7, 2025

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