TransAlta Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.52% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 18.36 | |
| 0.1661 | 33.44 | |
| 0.9779 | 965.32 | |
| -0.0384 | -9.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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