TransAlta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.35% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 23.76 | |
| 0.0603 | 17.95 | |
| 0.8942 | 341.69 | |
| 0.0577 | 8.71 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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