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 Friday, November 14th, 2025:42.11% (+0.59%)

Analysis last updated: Thursday, November 13, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1086	4.07
$α$	0.0632	7.07
$β$	0.9174	86.94
$γ_{1}$	0.0136	0.37
$γ_{2}$	0.0303	0.52
$γ_{3}$	-0.1349	-2.55
$γ_{4}$	0.1543	3.18
$γ_{5}$	-0.0880	-2.01
$γ_{6}$	0.0343	0.71
$γ_{7}$	0.0307	0.66
$γ_{8}$	-0.0765	-2.13

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

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Volatility Forecasts

Volatility Forecasts