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

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AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:40.69% (-0.43%)

Analysis last updated: Thursday, November 27, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0142	7.62
$β$	0.8814	170.15
$γ$	0.0895	20.92
$λ_{1}$	0.0448	3.62
$λ_{2}$	0.0695	3.30
$λ_{3}$	0.9231	40.04

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

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