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, December 15th, 2025:33.15% (-0.13%)

Analysis last updated: Saturday, December 13, 2025 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1180	4.09
$α$	0.0639	7.17
$β$	0.9166	87.00
$γ_{1}$	0.0152	0.42
$γ_{2}$	0.0269	0.46
$γ_{3}$	-0.1317	-2.50
$γ_{4}$	0.1520	3.14
$γ_{5}$	-0.0869	-2.01
$γ_{6}$	0.0350	0.73
$γ_{7}$	0.0261	0.56
$γ_{8}$	-0.0707	-1.98

Estimation Period:
Jun 26, 1991 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts