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, June 30th, 2025:48.12% (-1.51%)

Analysis last updated: Friday, June 27, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2624	6.00
$α$	0.0612	7.60
$β$	0.9312	116.14
$γ_{1}$	0.0006	2.69

Estimation Period:
Jun 26, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts