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

V-Lab

AES Corp/VA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:57.49% (+2.45%)

Analysis last updated: Tuesday, August 5, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9225	4.58
$α$	0.0624	7.21
$β$	0.9261	103.19
$γ_{1}$	-0.0063	-2.36
$γ_{2}$	0.0167	3.36

Estimation Period:
Jun 26, 1991 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts