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

V-Lab

AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:36.26% (-0.76%)

Analysis last updated: Friday, September 12, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9324	4.65
$α$	0.0634	7.31
$β$	0.9246	102.41
$γ_{1}$	-0.0059	-2.25
$γ_{2}$	0.0156	3.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts