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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:50.37% (-1.39%)

Analysis last updated: Friday, June 27, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0154	8.44
$β$	0.8854	181.88
$γ$	0.0874	20.79
$λ_{1}$	0.0447	4.15
$λ_{2}$	0.0669	3.50
$λ_{3}$	0.9255	44.40

Estimation Period:
Jun 26, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts