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V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

8.04%

decreased by 0.06%

1 Week

8.49%

increased by 0.39%

1 Month

10.08%

increased by 1.98%

Analysis last updated: Friday, August 21, 2026 at 10:26 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 Aug 21, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 232 trading days (~0.9 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

1.4004
4.16***
α

ARCH

Response to squared shocks

0.0712
9.65***
β

GARCH

Volatility persistence

0.9258
121.93***
γi Spline Coefficients
K=2
γ1-0.0058
-2.27**
γ20.0087
2.77***

Persistence:

0.997

Half-life:

232 days