V-Lab
V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:28.57% (-1.68%)

Analysis last updated: Thursday, March 28, 2024 at 10:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransAlta Corp S0GARCH
paramt-stat
ω0.85096.60
α0.12907.86
β0.785534.80
γ10.02840.57
γ2-0.0007-0.01
γ3-0.0167-0.31
γ4-0.0986-2.02
γ50.18243.13
γ6-0.1911-2.84
γ70.21183.28
γ8-0.2117-4.00
γ90.15163.18
γ10-0.0759-2.18
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts