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V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

7.60%

decreased by 0.10%

1 Week

8.29%

increased by 0.59%

1 Month

9.70%

increased by 2.00%

Analysis last updated: Friday, August 21, 2026 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 26, 1991 to Aug 21, 2026
Boundary Parameters

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 212% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

41
α

ARCH

Response to squared shocks

0.0408
10.07***
β

GARCH

Volatility persistence

0.7272
59.54***
γ

leverage

Additional response to negative shocks

0.0863
17.48***
λ₁

tau intercept

Baseline long-term coefficient

0.2474
1.36
λ₂

forecast adj.

Forecast performance sensitivity

1.0000
8.55***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.811

Half-life:

3 days