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, October 27th, 2025:48.85% (-0.44%)

Analysis last updated: Friday, October 24, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1100	4.07
$α$	0.0631	7.06
$β$	0.9176	87.04
$γ_{1}$	0.0137	0.37
$γ_{2}$	0.0303	0.51
$γ_{3}$	-0.1350	-2.53
$γ_{4}$	0.1543	3.17
$γ_{5}$	-0.0881	-2.01
$γ_{6}$	0.0345	0.71
$γ_{7}$	0.0310	0.66
$γ_{8}$	-0.0771	-2.13

Estimation Period:
Jun 26, 1991 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts