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

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AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:46.05% (-1.05%)

Analysis last updated: Tuesday, November 11, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8986	4.63
$α$	0.0622	7.14
$β$	0.9253	102.16
$γ_{1}$	-0.0066	-2.45
$γ_{2}$	0.0180	3.31

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

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