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

V-Lab

AES Corp/VA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:51.20% (-1.13%)

Analysis last updated: Friday, July 25, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0141	7.90
$β$	0.8856	182.82
$γ$	0.0886	21.17
$λ_{1}$	0.0440	4.08
$λ_{2}$	0.0690	3.50
$λ_{3}$	0.9238	43.23

Estimation Period:
Jun 26, 1991 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts