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 Monday, November 24th, 2025:39.02% (-0.20%)

Analysis last updated: Friday, November 21, 2025 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1134	4.09
$α$	0.0633	7.09
$β$	0.9172	86.95
$γ_{1}$	0.0148	0.40
$γ_{2}$	0.0277	0.48
$γ_{3}$	-0.1324	-2.51
$γ_{4}$	0.1524	3.14
$γ_{5}$	-0.0867	-2.00
$γ_{6}$	0.0338	0.70
$γ_{7}$	0.0295	0.63
$γ_{8}$	-0.0750	-2.08

Estimation Period:
Jun 26, 1991 to Nov 21, 2025

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