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

V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:50.22% (-1.34%)

Analysis last updated: Friday, May 16, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2616	6.03
$α$	0.0614	7.58
$β$	0.9309	115.36
$γ_{1}$	0.0006	2.72

Estimation Period:
Jun 26, 1991 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts