V-Lab: TransAlta Corp EGARCH Volatility Analysis

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V-Lab

TransAlta Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:23.41% (+1.11%)

Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0305	15.06
$α$	0.1627	31.50
$β$	0.9740	798.98
$γ$	-0.0472	-10.45

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts