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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:63.44% (-2.88%)

Analysis last updated: Saturday, May 31, 2025 at 03:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0155	8.48
$β$	0.8847	182.25
$γ$	0.0882	20.90
$λ_{1}$	0.0449	4.16
$λ_{2}$	0.0672	3.52
$λ_{3}$	0.9252	44.43

Estimation Period:
Jun 26, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts