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, July 28th, 2025:61.43% (-2.10%)

Analysis last updated: Friday, July 25, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2749	5.79
$α$	0.0604	7.69
$β$	0.9327	119.20
$γ_{1}$	0.0006	2.55

Estimation Period:
Jun 26, 1991 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts