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V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

12.65%

decreased by 0.07%

1 Week

13.37%

increased by 0.65%

1 Month

15.81%

increased by 3.09%

Analysis last updated: Wednesday, July 15, 2026 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 26, 1991 to Jul 10, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 108 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4246
5.54***
α

ARCH

Response to squared shocks

0.0693
8.60***
β

GARCH

Volatility persistence

0.9243
112.45***
γi Spline Coefficients
K=1
γ10.0006
2.69***

Persistence:

0.994

Half-life:

108 days