Skip to main content
V-Lab

AES Corp/VA Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

12.02%

decreased by 0.05%

1 Week

12.73%

increased by 0.66%

1 Month

15.15%

increased by 3.08%

Analysis last updated: Friday, July 24, 2026 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AES Corp/VA S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 26, 1991 to Jul 24, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 117 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4795
5.49***
α

ARCH

Response to squared shocks

0.0695
8.72***
β

GARCH

Volatility persistence

0.9246
113.70***
γi Spline Coefficients
K=1
γ10.0007
2.82***

Persistence:

0.994

Half-life:

117 days