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

V-Lab

| |

V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:54.89% (+1.29%)

Analysis last updated: Tuesday, March 11, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2606	6.06
$α$	0.0617	7.52
$β$	0.9304	113.90
$γ_{1}$	0.0006	2.76

Estimation Period:
Jun 26, 1991 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts