V-Lab: AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

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AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:34.79% (-0.03%)

Analysis last updated: Thursday, December 4, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1140	4.09
$α$	0.0635	7.11
$β$	0.9170	86.90
$γ_{1}$	0.0151	0.41
$γ_{2}$	0.0273	0.47
$γ_{3}$	-0.1320	-2.51
$γ_{4}$	0.1523	3.14
$γ_{5}$	-0.0871	-2.01
$γ_{6}$	0.0346	0.72
$γ_{7}$	0.0283	0.61
$γ_{8}$	-0.0735	-2.04

Estimation Period:
Jun 26, 1991 to Nov 28, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts