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

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AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:64.90% (-1.17%)

Analysis last updated: Monday, October 13, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8970	4.59
$α$	0.0624	7.16
$β$	0.9254	102.30
$γ_{1}$	-0.0068	-2.49
$γ_{2}$	0.0185	3.37

Estimation Period:
Jun 26, 1991 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts