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

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AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:35.55% (-0.18%)

Analysis last updated: Saturday, December 13, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9118	4.68
$α$	0.0627	7.21
$β$	0.9247	101.94
$γ_{1}$	-0.0062	-2.33
$γ_{2}$	0.0168	3.16

Estimation Period:
Jun 26, 1991 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts